MM Optimization Algorithms
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MM Optimization Algorithms and Applications: Lectures

  1. Introduction (L1) , (Download slides L1)

    1. MM Principle

    2. A Geometrin Interpretation

    3. Convexity for Majorization

    4. Examples

  2. Key Inequalities for MM (L2 and L3) (Download slides L2), (Download slides L3)

    1. Applications of Jensen’s Inequality

    2. Applications of the Cauchy-Schwarz Inequality

    3. Applications of Supporting Hyperplane Inequality

    4. Application of Quadratic Upper Bounds

    5. Application of Arithmetic-Geometric Mean Inequality

  3. Majorization and Partial Optimization (L4) (Download slides L4)

    1. Main Principle

    2. Examples

  4. Application in Engineering (L5 and L6) (Download slides L5), (Download slides L6)

    1. EM Algorithm

    2. Regression

    3. Estimation with Missing Data

    4. Total Variation Denoising of Images

    5. Factor Analysis

    6. Matrix Completion

  5. Concluding Remarks (L7) (Download slides L7)