Optimization Basics

Published: 29 April 2020
on channel: Intelligent Systems Lab

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A brief overview of some concepts in unconstrained, gradient-based optimization.

Good Books:
Nocedal & Wright: Numerical Optimization
Boyd & Vandenberghe: Convex Optimization
Luenberger: Optimization by Vector Space Methods
Press et al: Numerical Recipes

Princeton COS 302, Lecture 21

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