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Optimization
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最优化理论与实践。凸优化。确定性或非确定性优化。确切解或启发式求解。Solver based or solver-free...
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三千年读史,不外功名利禄,九万里悟道,终归诗酒田园
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[NOTE]Discrete Optimization by Prof. Pascal Van Hentenryck
春节假期 https://www.coursera.org/learn/discrete-optimization原创 2021-03-04 21:09:52 · 217 阅读 · 0 评论 -
[NOTE in progress] Simulation Optimization
简单记录一下关于仿真优化的一些知识点和思考。原创 2020-06-14 15:18:20 · 439 阅读 · 0 评论 -
[NOTE in progress] ECE236C - Optimization Methods for Large-Scale Systems [on going]
Source:http://www.seas.ucla.edu/~vandenbe/ee236c.html Introduction Outline First-order algorithms Decomposition and splitting Second-order algorithms for unconstrained optimization Interior point for conic optimization Gradient Convexity -∇^2(f..原创 2020-06-06 22:57:26 · 446 阅读 · 0 评论 -
[NOTE in progress] Distributed Optimization and Statistical Learning via ADMM - Boyd
Reading notes of the paper "Distributed Optimization and Statistical Learning via ADMM" byBoyd, Parikh, Chu, Peleato and Eckstein. Introduction ADMM : developped in the 70s with roots in the 50s. Proved to be highly related to other methods like Douglas.原创 2020-05-17 17:37:23 · 505 阅读 · 0 评论 -
Taylor, Jacobian, Hessian, Newton and all the else about gradient
本文的主要目的是对基于gradient的一些approximation知识点以及优化方法做一个简单的review。详细内容参考引用链接,这里只列出key points,主要是在遗忘的时候能够快速catch up… Jacobian矩阵和Hessian矩阵 引用: Jacobian矩阵和Hessian矩阵 雅克比与海森 雅可比矩阵(描述的一阶导数矩阵).. 把它理解为一阶gradient就...原创 2020-05-03 11:36:23 · 187 阅读 · 0 评论 -
Benders Decomposition vs Danzig-Wolf Decomposition
本文记录了一些对Benders (B)和Danzig-Wolf(DW) decomposition 的一些初步理解以及两者的使用场景与对比。 来源: Jacek Gondzio,https://www.researchgate.net/post/Can_anyone_state_the_difference_or_pros_cons_of_benders_decomposition_vs_...翻译 2020-05-01 21:21:19 · 736 阅读 · 0 评论 -
Convex Optimization : some definitions
Linear relation: Ax Affine relation: Ax+b Affine Set contains the line through any two distinct points in the set: can be expressed as the solution set of a system of linear equations Convex Set ...原创 2019-01-24 23:15:43 · 469 阅读 · 0 评论