Difference between revisions of "Optimization"
From MIPAL
(Created page with "* [http://www.seas.ucla.edu/~vandenbe/index.html Homepage of Lieven Vandenberghe - Lectures on optimization] * [http://optlab-server.sce.carleton.ca/POAnimations2007/Default.h...") |
|||
(5 intermediate revisions by one user not shown) | |||
Line 4: | Line 4: | ||
* [http://en.wikipedia.org/wiki/Levenberg-Marquardt_algorithm Levenberg-Marquardt algorithm - Wikipedia] | * [http://en.wikipedia.org/wiki/Levenberg-Marquardt_algorithm Levenberg-Marquardt algorithm - Wikipedia] | ||
* [http://www.siam.org/books/textbooks/download.php Iterative methods for optimization by Kelley] (Textbook is downloadable) | * [http://www.siam.org/books/textbooks/download.php Iterative methods for optimization by Kelley] (Textbook is downloadable) | ||
+ | * [http://www.ams.sunysb.edu/~jiao/teaching/ams526_fall12/ Course on numerical linear algebra by Xiangmin Jiao @ stonybrook] | ||
+ | * [http://www.stat.cmu.edu/~ryantibs/convexopt/ Course on Convex Optimization - Ryan Tibshrani @ CMU] | ||
+ | * [https://wiseodd.github.io/techblog/2018/03/14/natural-gradient/ Nice Blog post on Natural Gradient and Fisher's Information Matrix] | ||
+ | * [https://ruder.io/optimizing-gradient-descent/ Gradient descent and its variants] | ||
+ | * [http://www.eng.tau.ac.il/~talraviv/Rothblum2018/Presentations/splenary-beck.pdf The gradient method: past and present (Amir Beck, Tel Aviv Univ.)] | ||
+ | * [https://www.youtube.com/playlist?list=PLXsmhnDvpjORzPelSDs0LSDrfJcqyLlZc Optimization Algorithms] by [https://caramanis.github.io/ Constantine Caramanis @ UTexax] |
Latest revision as of 12:35, 29 April 2021
- Homepage of Lieven Vandenberghe - Lectures on optimization
- Animations for optimization algorithms
- Convex optimization by Boyd and Vandenberghe (Textbook and slides are downloadable)
- Levenberg-Marquardt algorithm - Wikipedia
- Iterative methods for optimization by Kelley (Textbook is downloadable)
- Course on numerical linear algebra by Xiangmin Jiao @ stonybrook
- Course on Convex Optimization - Ryan Tibshrani @ CMU
- Nice Blog post on Natural Gradient and Fisher's Information Matrix
- Gradient descent and its variants
- The gradient method: past and present (Amir Beck, Tel Aviv Univ.)
- Optimization Algorithms by Constantine Caramanis @ UTexax