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Optimization Course

Keyword: Scientific computing, continuous, unconstrained, constrained optimization, with Matlab and Julia

This webpage is for SUPAERO's MAE Students. This cheatsheet is really helpfull https://cheatsheets.quantecon.org

Nice blog, really helpful: https://nhigham.com/category/what-is/

Another Excellent blog : https://medium.com/sho-jp/tagged/linear-algebra

Which MATLAB Optimization functions can solve my problem? link

A crystal clear video

Notebook for worksheet 1

Let's start with SVD exercice

MATLAB

JULIA PDF

Notebook for worksheet 2

What about Gradient, Jacobian and Hessian ?

MATLAB

JULIA PDF

Notebook for worksheet 3

Have a look to some functions (2D) and saddle points, max or min (local)

MATLAB

JULIA PDF

Notebook for worksheet 4

On a simple unconstrained problem with descent direction and newton

Symetry of the bilinear form https://en.wikipedia.org/wiki/Symmetric_bilinear_form

MATLAB

JULIA PDF

REFERENCES TO START WITH JULIA

https://github.com/JuliaLang/IJulia.jl

https://mitmath.github.io/1806/

http://mth229.github.io

https://docs.julialang.org/en/v1/stdlib/Pkg/index.html

https://github.com/JuliaPy/SymPy.jl

http://vmls-book.stanford.edu

https://juliadocs.github.io/Julia-Cheat-Sheet/