Week: Software and Data: Optimization | Computational Mathematics for Learning and Data Analysis - AA 2024/25 | INF - e-learning

Section outline

- Select activity A small utlity to generate "interesting" quadratic functions
  
  A small utlity to generate "interesting" quadratic functions File
- Select activity A small utility to plot a quadratic function
  
  A small utility to plot a quadratic function File
- Select activity A small utlity to compute the optimal value of a quadratic function
  
  A small utlity to compute the optimal value of a quadratic function File
- Select activity The Gradient Method for Quadratic Functions
  
  The Gradient Method for Quadratic Functions File
- Select activity Some one-dimensional test functions
  
  Some one-dimensional test functions File
- Select activity The Dichotomic Search Method for univariate optimization
  
  The Dichotomic Search Method for univariate optimization File
- Select activity Newton's Method for univariate optimization
  
  Newton's Method for univariate optimization File
- Select activity Some multivariate test functions
  
  Some multivariate test functions File
- Select activity The Steepest Descent (Gradient) method for general nonlinear functions
  
  The Steepest Descent (Gradient) method for general nonlinear functions File
- Select activity Newton's Method
  
  Newton's Method File
- Select activity The BFGS quasi-Newton Method
  
  The BFGS quasi-Newton Method File
- Select activity The Nonlinear Conjugate Gradient Method(s)
  
  The Nonlinear Conjugate Gradient Method(s) File
- Select activity The Heavy Ball Method
  
  The Heavy Ball Method File
- Select activity The Subgradient Method
  
  The Subgradient Method File
- Select activity The Proximal Bundle method
  
  The Proximal Bundle method File
- Select activity A small utility to create box-constrained quadratic programs
  
  A small utility to create box-constrained quadratic programs File
- Select activity An off-the-shelf solver for box-constrained quadratic programs
  
  An off-the-shelf solver for box-constrained quadratic programs File
- Select activity The Active-Set Method for box-constrained quadratic programs
  
  The Active-Set Method for box-constrained quadratic programs File
- Select activity The Projected Gradient Method for box-constrained quadratic programs
  
  The Projected Gradient Method for box-constrained quadratic programs File
- Select activity Frank-Wolfe's Method for box-constrained quadratic programs
  
  Frank-Wolfe's Method for box-constrained quadratic programs File
- Select activity The Dual Method for box-constrained quadratic programs
  
  The Dual Method for box-constrained quadratic programs File
- Select activity The Primal-Dual Interior-Point Method for box-constrained quadratic programs
  
  The Primal-Dual Interior-Point Method for box-constrained quadratic programs File