Optimization Primer

(Based on a lecture by professor Coralia Cartis, University of Oxford) (I don’t currently plan to extend it, but may expand and add more details to some of the later chapters in the future. I also like to eventually add some useful resources (books, talks, notes, etc.) about optimization) This brief note is about optimization problems. Though the main focus is on the general non-convex optimization problem, a lot of the methods borrow some ideas from convex optimization, so there are a lot of similarities....

August 27, 2022 · 31 min · Saeed Hedayatian