Difference between revisions of "Optimization"
From MIPAL
| Line 6: | Line 6: | ||
* [http://www.ams.sunysb.edu/~jiao/teaching/ams526_fall12/ Course on numerical linear algebra by Xiangmin Jiao @ stonybrook] | * [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] | * [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] | ||
Revision as of 00:38, 8 May 2019
- 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
