fubostudy / Optimal-Method

《最优化方法》实验库

Optimal-Method

本仓库是笔者学习优化理论的实验库。

教材

1. Boyd, S., & Vandenberghe, L. (2018). Introduction to applied linear algebra: vectors, matrices, and least squares. Cambridge university press.（如需要此教材参考答案可联系笔者）
2. Axler, S. (2015). Linear algebra done right (Vol. 2). New York: Springer.

学习大纲

Vector

1. Vector
2. Linear functions
3. Norm and distance
4. Clustering ( k-means, optimization conditions)
5. Linear independence

Matrices

6. Matrices (Matrix norm)
7. Linear equations
8. Matrix multiplication
9. Matrix inverses

Least squares

12. Least squares
13. Multi-objective least squares
14. Constrained least squares
15. Nonlinear least squares

实验报告

1. EXP1: K-Means聚类之Python实现手写数字图像MNIST分类

2. EXP2: Matlab实现QR 分解 (Gram–Schmidt & Householder）

3. EXP3: Matlab实现最小二乘法优化模型（正规方程 & 梯度下降法）