Difference between revisions of "Optimization"
From MIPAL
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* [https://ruder.io/optimizing-gradient-descent/ Gradient descent and its variants] | * [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.)] | * [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
