Convex Optimization

concepts · 8 notes linked

Related: Optimization · Cvxpy · Mathematical Optimization · Gradient Descent · Mit Csail · Robot Motion Planning · Graph Search · Fabian Pedregosa

Notes

• 2.7. Mathematical optimization: finding minima of functions — Scipy optimization guide covering gradient methods and practical strategies
• A new optimization framework for robot motion planning — MIT GCS algorithm merges graph search and convex optimization for robot navigation
• Convex Optimization – Boyd and Vandenberghe — Canonical textbook on convex optimization freely available online
• Definite matrix - Wikipedia — Symmetric matrix with all positive eigenvalues defining inner product
• Machine Learning Research Blog — Francis Bach's blog on optimization theory and ML fundamentals
• Notes on the Frank-Wolfe Algorithm, Part I — Frank-Wolfe projection-free constrained optimization algorithm theory and convergence
• Paths to the Future: A Year at Google Brain — Personal account of working at Google Brain on TensorFlow development
• Risky Giant Steps Can Solve Optimization Problems Faster | Quanta Magazine — Oversized gradient descent steps with cyclical patterns converge nearly 3x faster