Literature

Main References

• [KW] Mykel J. Kochenderfer, Tim A. Wheeler. Algorithms for Optimization 2019. The MIT Press. Errata

Other References

• [NW] J. Nocedal and S. J. Wright, Numerical Optimization, Second Edition. Springer Series in Operations Research, 2006.

• [SB] S. Bubeck Convex Optimization: Algorithms and Complexity. Foundations and Trends in Machine Learning, Vol. 8: No. 3-4, pp 231-357. Also at arXiv:1405.4980. 2015

• [MC] K. B. Petersen, M. S. Pedersen, The Matrix Cookbook. DTU. 2012

Links

• List of Python optimization packages

• Benchmark functions for unconstrained continuous optimization

• Python implementation of benchmark functions. Fork for this course. Original repo.

• COmparing Continuous Optimizers Platform

• A nice visualization