Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
This repo is created to opensource some electronic books involving numerical optimization which I collected when I was struggling with the assignments of such a conceptual advanced mathematics course.
Linear programming & Duality
Non-linear programming (Quadratic programming)
Convex Optimization
English Textbooks in numerical optimization
Chinese Textbooks in numerical optimization
My personal notes and reflection
As long as the opensource materials infringe on someone's copyright, I would delete it at once.
All materials in this repo is for educational purposes only. Do NOT spread it for any commercial purpose.
An Interactive Tutorial on Numerical Optimization implements the visualization of some commonly used methods in Numerical Optimization: Nelder-Mead, Gradient Descent, Conjugate Gradient...
Sebastian Ruder dives into gradient descent methods deeply, especially for
the stochastic gradient descent on large sparse models like those used to train deep neural networks.