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Optimization

In mathematics, finding the maximum and minimum values of a given function $f: X \to \mathbb{R}$ is referred to as optimization. When the objective function is directly related to real-world problems, it receives significant attention from the perspective of applied mathematics, and the importance of optimization theory in solving these problems is unquestionable.

Linear Programming

Standard Form

Simplex Method

Duality

Practice

Nonlinear Programming

Gradient Descent

Proximal Algorithms

Evolutionary Programming

Heuristics

Particle Swarm

References

  • Luenberger. (2021). Linear and Nonlinear Programming (5th Edition)
  • Matousek. (2007). Understanding and Using Linear Programming
  • Vanderbei. (2020). Linear Programming(5th Edition)

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