This is a repository with examples and tutorials on numerical optimization.
Check my Medium profile for some interesting articles about these examples.
- Implementation from scratch of usual gradient-based line search algorithms in Python.
- Solution of a constrained problem using the scipy.optimize minimize function.
- Optimization of a chemical reactor problem.
- Implementation Differential Evolution using scipy.optimize.
- Solutions of convex, nondifferentiable, and nonconvex problems using DE and classic algorithms.
- Solutions of variants of the knapsack problem using scipy and pyomo with the GLPK solver.
- Implementation of Linear Regression from scratch in Python.
- Examples of Linear Regression applications, residual analysis, and feature selection.
- Solution of the Efficient Frontier problem from the Modern Portfolio Theory using a multi-objective approach with pymoo and pymoode.