arthegall + convex-optimization   7

"Disciplined Convex Programming"
Michael Grant's PhD thesis on "structured" convex optimizations. See http://cvxmod.net/ for a python wrapper around CVXOPT implementing some of these ideas? GPL'ed.
gpl  programming  python  optimization  convex-optimization  thesis 
september 2011 by arthegall
"Regret in Markets" (Algorithmic Game-Theory/Economics)
Noam Nisan's blog post that led to the Zinkevich paper about online convex optimization.
markets  algorithm  computerscience  economics  convex-optimization  regret  noam-nisan  citation  game-theory 
july 2010 by arthegall
CVXOPT
"CVXOPT is a free software package for convex optimization based on the Python programming language." (I got this from someone on delicious, but I don't remember who now... chl? arsyed? manuel? csantos? Thank you, whoever you are.)
python  optimization  software  library  programming  research  convex-optimization  linear-programming 
march 2009 by arthegall
"Stephen Boyd’s lectures on Convex Optimization" (Reasonable Deviations)
Links to the lectures/transcripts/videos of two classes of Stephen Boyd's "Convex Optimization."
index  class  optimization  convex-optimization  course-notes  stanford  video 
november 2008 by arthegall

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