Nonlinear Programming
by Dimitri P. Bertsekas, Dimitri Bertsekas · first published 1995
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This book develops in depths nonlinear programming, a central algorithmic method for optimization. The treatment focuses on constrained and unconstrained iterative algorithms, Lagrange multiplier theory, and large scale optimization methods. --back cover
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…http://www.stanford.edu/class/cs229/materials.html http://www.youtube.com/watch?v=UzxYlbK2c7E If you just want to use the libraries, you can stop here. If you want to know more, read chapters 1-3 of nonlinear programming by Professor Dimitri Bertsekas before convex optimization. http://www.athenasc.com/nonlinbook.html Then, you can try to finish EE364 and watch the videos. http://www.stanford.edu/class/ee364a/ http://www.youtube.com/watch?v=McLq1hEq3UY…
on “Ask HN: How do I start with Machine Learning?” ↗…pretty tough sledding, but I found the perspectives in the first chapter particularly to be enlightening. It seems like there's a newer Springer book which is probably an expansion on this. Bertsekas's Nonlinear Programming. Bertsekas has written a lot of books, and there's a fair amount of overlapping going on. This one seemed to be the one that has the most nuts and bolts about the basics of optimization. EDIT: If you…
on “Ask HN: Literature for mathematical optimization?” ↗…search should be done with golden section, when I was hacking non-linear optimization. Yet I rarely see it mentioned - seems always to come down to binary search ... [1] http://www.amazon.com/Linear-Nonlinear-Programming-David-Lue...
on “Are you one of the 10% of programmers who can write a binary search?” ↗…adaptive control, optimal control, and RL: - https://arxiv.org/abs/1912.03513 - http://www.cs.cmu.edu/~cga/dynopt/ - http://www.mit.edu/~dimitrib/RLbook.html Practical Methods for Optimal Control Using Nonlinear Programming, Third Edition by John Betts: - https://my.siam.org/Store/Product/viewproduct/?ProductId=316... Adaptive Control Tutorial by Ioannou and Fidan - https://mitpress.mit.edu/9780262039246/reinforcement-learnin...…
on “Ask HN: Courses/textbook recommendations for studying robotics?” ↗Not the same person but maybe "Mixed-Integer Nonlinear Programming: A Survey of Algorithms and Applications" could be a good start? I haven't read it yet. HiGHS is the best open source MILP solver at the moment, and MATLAB of all things has a pretty good explanation…
on “Faster Integer Programming” ↗