User:Jarle Pahr/Optimization: Difference between revisions
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http://www.tu-ilmenau.de/fileadmin/media/simulation/Lehre/Vorlesungsskripte/Lecture_materials_Abebe/QPs_with_IPM_and_ASM.pdf | http://www.tu-ilmenau.de/fileadmin/media/simulation/Lehre/Vorlesungsskripte/Lecture_materials_Abebe/QPs_with_IPM_and_ASM.pdf | ||
=Concepts= | =Concepts and theory= | ||
==Constrained optimization== | |||
http://www.mit.edu/~dimitrib/Constrained-Opt.pdf | |||
http://www.mathworks.se/help/optim/constrained-optimization.html | |||
http://en.wikipedia.org/wiki/Constrained_optimization | |||
==Least-squares minimization== | |||
http://www.math.ntnu.no/~hek/Optimering2010/LeastSquaresOptimization2010.pdf | |||
http://en.wikipedia.org/wiki/Least_squares | |||
http://math.stackexchange.com/questions/69613/linear-least-squares-with-inequality-constraints | |||
http://www.ppsw.rug.nl/~kiers/leastsquaresbook.pdf | |||
Least squares optimization: http://www.cns.nyu.edu/~eero/NOTES/leastSquares.pdf | |||
From the above: "Least squares (LS) problems are optimization problems in which the objective (error) function | |||
may be expressed as a sum of squares." | |||
Pareto front: | Pareto front: | ||
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SLSQP: http://www.pyopt.org/reference/optimizers.slsqp.html | SLSQP: http://www.pyopt.org/reference/optimizers.slsqp.html | ||
=Bibliography= | =Bibliography= | ||
Revision as of 04:59, 14 January 2014
Notes on optimization theory:
Numerical recipes: http://www.nr.com/
See also http://openwetware.org/wiki/Optimality_In_Biology
Numerical optimization of industrial processes: http://support.dce.felk.cvut.cz/mediawiki/images/5/50/Bp_2013_caletkova_lenka.pdf
http://scipy-lectures.github.io/advanced/mathematical_optimization/index.html
Concepts and theory
Constrained optimization
http://www.mit.edu/~dimitrib/Constrained-Opt.pdf
http://www.mathworks.se/help/optim/constrained-optimization.html
http://en.wikipedia.org/wiki/Constrained_optimization
Least-squares minimization
http://www.math.ntnu.no/~hek/Optimering2010/LeastSquaresOptimization2010.pdf
http://en.wikipedia.org/wiki/Least_squares
http://math.stackexchange.com/questions/69613/linear-least-squares-with-inequality-constraints
http://www.ppsw.rug.nl/~kiers/leastsquaresbook.pdf
Least squares optimization: http://www.cns.nyu.edu/~eero/NOTES/leastSquares.pdf
From the above: "Least squares (LS) problems are optimization problems in which the objective (error) function may be expressed as a sum of squares."
Pareto front:
Linear programming:
http://www.aimms.com/aimms/download/manuals/aimms3om_linearprogrammingtricks.pdf
Quadratic programming:
Convex optimization:
http://systemsbiology.ucsd.edu/Classes/Convex
Algorithms
Software
Commercial
Open source
SciPy
See http://openwetware.org/wiki/User:Jarle_Pahr/SciPy#Optimization
http://www.mcs.anl.gov/research/projects/tao/index.html
https://bitbucket.org/dalcinl/tao4py
https://wiki.python.org/moin/PythonForOperationsResearch
PyOpt
http://www.pyopt.org/index.html
SLSQP: http://www.pyopt.org/reference/optimizers.slsqp.html
Bibliography
Books:
Convex Optimization – Boyd and Vandenberghe: http://www.stanford.edu/~boyd/cvxbook/
