Mathematical optimization | Deterministic global optimization

Deterministic global optimization

Deterministic global optimization is a branch of numerical optimization which focuses on finding the global solutions of an optimization problem whilst providing theoretical guarantees that the reported solution is indeed the global one, within some predefined tolerance. The term "deterministic global optimization" typically refers to complete or rigorous (see below) optimization methods. Rigorous methods converge to the global optimum in finite time. Deterministic global optimization methods are typically used when locating the global solution is a necessity (i.e. when the only naturally occurring state described by a mathematical model is the global minimum of an optimization problem), when it is extremely difficult to find a feasible solution, or simply when the user desires to locate the best possible solution to a problem. (Wikipedia).

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Methods for Constrained Local and Global Optimization

Constrained optimization algorithms have been under active development in recent years, with numerous open-source and commercial library solvers emerging for convex, nonconvex, local and global optimization. This talk will cover the Wolfram Language numerical optimization functions for con

From playlist Wolfram Technology Conference 2021

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Worldwide Calculus: Optimization

Lecture on 'Optimization' from 'Worldwide Multivariable Calculus'. For more lecture videos and $10 digital textbooks, visit www.centerofmath.org.

From playlist Multivariable Derivatives

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13_1 An Introduction to Optimization in Multivariable Functions

Optimization in multivariable functions: the calculation of critical points and identifying them as local or global extrema (minima or maxima).

From playlist Advanced Calculus / Multivariable Calculus

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Worldwide Calculus: Optimization

Lecture on Optimization from 'Worldwide Differential Calculus' and 'Worldwide AP Calculus'. For more lecture videos and $10 digital textbooks, visit www.centerofmath.org.

From playlist Worldwide Single-Variable Calculus for AP®

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9D The Determinant

A combinatorial approach to the determinant using permutations.

From playlist Linear Algebra

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Global Optimization

This talk will discuss the global optimization functionality in Wolfram Language. It builds upon the convex and convertible to convex optimization functionality developed previously and extends to functionality for solving nonlinear, nonconvex problems with real-valued and mixed-integer va

From playlist Wolfram Technology Conference 2022

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Constrained optimization introduction

See a simple example of a constrained optimization problem and start getting a feel for how to think about it. This introduces the topic of Lagrange multipliers.

From playlist Multivariable calculus

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Motion Planning Via Moment Optimization

Motion planning is a fundamental problem in robotics. In this talk we attack this problem with techniques from the fields of "Moment Optimization" and "Semidefinite Programming". Our method shows promise in handling obstacles that vary with time, and provides formal guarantees on the qual

From playlist Conference Talks

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9E The Determinant

General rules for the determinant.

From playlist Linear Algebra

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Lecture 12: Policy Gradient Methods

Twelth lecture video on the course "Reinforcement Learning" at Paderborn University during the summer term 2020. Source files are available here: https://github.com/upb-lea/reinforcement_learning_course_materials

From playlist Reinforcement Learning Course: Lectures (Summer 2020)

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DeepMind x UCL | Deep Learning Lectures | 5/12 | Optimization for Machine Learning

Optimization methods are the engines underlying neural networks that enable them to learn from data. In this lecture, DeepMind Research Scientist James Martens covers the fundamentals of gradient-based optimization methods, and their application to training neural networks. Major topics in

From playlist Learning resources

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Seminar In the Analysis and Methods of PDE (SIAM PDE): Andrea R. Nahmod

Title: Gibbs measures and propagation of randomness under the flow of nonlinear dispersive PDE Date: Thursday, May 5, 2022, 11:30 am EDT Speaker: Andrea R. Nahmod, University of Massachusetts Amherst The COVID-19 pandemic and consequent social distancing call for online venues of research

From playlist Seminar In the Analysis and Methods of PDE (SIAM PDE)

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Lecture 13: Further Contemporary RL Algorithms

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From playlist Reinforcement Learning Course: Lectures (Summer 2020)

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Alpár Mészáros: "Global well-posedness of master equations for deterministic displacement convex..."

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From playlist High Dimensional Hamilton-Jacobi PDEs 2020

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Nonconvex Stochastic Programs: Deterministic Constraints

Jong-Shi Pang University of Southern California, USA

From playlist Distinguished Visitors Lecture Series

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Nexus Trimester - Arkadev Chattopadhyay (TIFR)

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From playlist Nexus Trimester - 2016 - Distributed Computation and Communication Theme

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Lecture 16 | MIT 6.832 Underactuated Robotics, Spring 2009

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From playlist MIT 6.832 Underactuated Robotics, Spring 2009

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On the Convergence of Deep Learning with Differential Privacy

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From playlist Differential Privacy for ML

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Using MultiStart for Optimization Problems

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From playlist Math, Statistics, and Optimization

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