Optimization course, reception hour 2  towards the exam, 26.07.2020
Channel: Michael Zibulevsky
Date: 26/07/2020

0:30  -  Question 29: Augmented Lagrangian with optimal multipliers
26:45 - Self-duality  of PSD cone; ||A|| via SVD
54:36  - ADMM for LASSO, soft thresholding 
1:19:38 - Adjoint of a linear computational graph
1:27:04  - Game interpretation of Minmax 
1:30:05  - Convert Matrix approximation to SDP
1:39:18 - LASSO via ADMM