Mathematical optimization

Continuous optimization

Continuous optimization is a branch of optimization in applied mathematics. As opposed to discrete optimization, the variables used in the objective function are required to be continuous variables—that is, to be chosen from a set of real values between which there are no gaps (values from intervals of the real line). Because of this continuity assumption, continuous optimization allows the use of calculus techniques. (Wikipedia).

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Continuous multi-fidelity optimization

This video is #8 in the Adaptive Experimentation series presented at the 18th IEEE Conference on eScience in Salt Lake City, UT (October 10-14, 2022). In this video, Sterling Baird @sterling-baird presents on continuous multifidelity optimization. Continuous multi-fidelity optimization is

From playlist Optimization tutorial

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Discrete multi-fidelity optimization

This video is #9 in the Adaptive Experimentation series presented at the 18th IEEE Conference on eScience in Salt Lake City, UT (October 10-14, 2022). In this video, Sterling Baird @sterling-baird presents on discrete multi-fidelity optimization. In discrete multi-fidelity optimization, t

From playlist Optimization tutorial

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Continuous Genetic Algorithm - Part 1

This video is about Continuous Genetic Algorithm - Part 1

From playlist Optimization

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11_3_6 Continuity and Differentiablility

Prerequisites for continuity. What criteria need to be fulfilled to call a multivariable function continuous.

From playlist Advanced Calculus / Multivariable Calculus

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What in the world is a linear program?

What is a linear program and why do we care? Today I’m going to introduce you to the exciting world of optimization, which is the mathematical field of maximizing or minimizing an objective function subject to constraints. The most fundamental topic in optimization is linear programming,

From playlist Summer of Math Exposition 2 videos

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Rasmus Kyng: A numerical analysis approach to convex optimization

In convex optimization, we can usually obtain O(1)-approximate solutions much faster than high accuracy (1 + 1/poly(n))-approximate solutions. One major exception is L2-regression, where low accuracy algorithms can be converted into high-accuracy ones via iterative refinement. I will prese

From playlist Workshop: Continuous approaches to discrete optimization

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11_3_5 When is a multivariable function continuous

Determining where is multivariable function is continuous.

From playlist Advanced Calculus / Multivariable Calculus

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Proof that every Differentiable Function is Continuous

Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys A proof that every differentiable function is continuous.

From playlist Calculus

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Pre-Calculus - Where is a function continuous

This video covers how you can tell if a function is continuous or not using an informal definition for continuity. Later in the video, we look at a function that is not continuous for all values, but is continuous for certain intervals. For more videos visit http://www.mysecretmathtutor.

From playlist Pre-Calculus

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Xiaolu Tan: On the martingale optimal transport duality in the Skorokhod space

We study a martingale optimal transport problem in the Skorokhod space of cadlag paths, under finitely or infinitely many marginals constraint. To establish a general duality result, we utilize a Wasserstein type topology on the space of measures on the real value space, and the S-topology

From playlist HIM Lectures 2015

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Alberto Del Pia: Proximity in concave integer quadratic programming

A classic result by Cook, Gerards, Schrijver, and Tardos provides an upper bound of n∆ on the proximity of optimal solutions of an Integer Linear Programming problem and its standard linear relaxation. In this bound, n is the number of variables and ∆ denotes the maximum of the absolute va

From playlist Workshop: Tropical geometry and the geometry of linear programming

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Priya Donti - Optimization-in-the-loop AI for energy and climate - IPAM at UCLA

Recorded 28 February 2023. Priya Donti of Cornell University presents "Optimization-in-the-loop AI for energy and climate" at IPAM's Artificial Intelligence and Discrete Optimization Workshop. Abstract: Addressing climate change will require concerted action across society, including the d

From playlist 2023 Artificial Intelligence and Discrete Optimization

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Restoring Heisenberg scaling in noisy quantum metrology (...) - M. Genoni - Workshop 2 - CEB T2 2018

Marco Genoni (Univ. Milano) / 06.06.2018 Restoring Heisenberg scaling in noisy quantum metrology by monitoring the environment We study quantum frequency estimation for N qubits subjected to independent Markovian noise, via strategies based on time-continuous monitoring of the environmen

From playlist 2018 - T2 - Measurement and Control of Quantum Systems: Theory and Experiments

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Decision Making and Inference Under Model Misspecification by Jose Blanchet

PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava DATE & TIME: 05 August 2019 to 17 August 2019 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in resear

From playlist Advances in Applied Probability 2019

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Filippo Santambrogio: Introduction to optimal transport theory - lecture 1

CONFERENCE Recorded during the meeting "CEMRACS 2022: Transport in Physics, Biology and Urban Traffic" the July 18, 2022 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathem

From playlist CEMRACS 2022

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From the Monge transportation problem to Einstein's gravitation through Euler's Hy... - Yann Brenier

Workshop on Recent developments in incompressible fluid dynamics Topic: From the Monge transportation problem to Einstein's gravitation through Euler's Hydrodynamics Speaker: Yann Brenier Affiliation: CNRS-Laboratoire de Mathematiques d'Orsay, Universite Paris-Saclay Date: April 04, 2022

From playlist Mathematics

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Quadratically regularized optimal transport - Lorenz - Workshop 1 - CEB T1 2019

Lorenz (Univ. Braunschweig) / 07.02.2019 Quadratically regularized optimal transport Among regularization techniques for optimal transport, entropic regularization has played a pivotal rule. The main reason may be its computational simplicity: the Sinkhorn-Knopp iteration can be impleme

From playlist 2019 - T1 - The Mathematics of Imaging

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Seventh SIAM Activity Group on FME Virtual Talk

Speaker: Ruimeng Hu, Assistant Professor in the Department of Mathematics and the Department of Statistics and Applied Probability, University of California Santa Barbara Title: Deep fictitious play for stochastic differential games Speaker: Max Reppen, Assistant Professor, Questrom Scho

From playlist SIAM Activity Group on FME Virtual Talk Series

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13_2 Optimization with Constraints

Here we use optimization with constraints put on a function whose minima or maxima we are seeking. This has practical value as can be seen by the examples used.

From playlist Advanced Calculus / Multivariable Calculus

Related pages

Discrete optimization | Calculus | Interval (mathematics) | Real number | Variable (mathematics) | Applied mathematics