ShivendraAgrawal / optimization

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Intro to Optimization for Roboticists and Computer Scientists

The tutorial is aimed at computer science audiences who are a bit unfamiliar with Optimization Techniques.

Some of the popular concepts that we touch upon are as follows:

  1. Gradient Descent​
  2. Steepest Descent​
  3. Newton's Method​
  4. Quasi-Newton Methods (like BFGS)​
  5. Line Search ​
  6. Adam​
  7. RMSprop​
  8. Trust Region
  9. Interior Point Methods​ (Linear/Quadratic Programming)​
  10. Simplex Method​
  11. Branch and Bound & Branch and Cut​
  12. Barrier Function​
  13. Non-convex optimization​
  14. Constrained optimization​
  15. Gradient free optimization​
  16. Backpropagation

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