Mathematical Optimization

concepts · 4 notes linked

Related: Scipy · Convex Optimization · Numerical Optimization · Nelder Mead · Numpy · Gradient Descent · Numerical Methods · Stephen Boyd

Notes

• 2.7. Mathematical optimization: finding minima of functions — Scipy optimization guide covering gradient methods and practical strategies
• Convex Optimization – Boyd and Vandenberghe — Canonical textbook on convex optimization freely available online
• Microsoft Solver Foundation 3.1 — Microsoft .NET library for mathematical optimization and simulation
• scipy.optimize.fmin — Gradient-free function minimization using Nelder-Mead simplex algorithm