Deterministic global optimization

Global optimization

Global optimization is a branch of applied mathematics and numerical analysis that attempts to find the global minima or maxima of a function or a set of functions on a given set. It is usually described as a minimization problem because the maximization of the real-valued function is equivalent to the minimization of the function . Given a possibly nonlinear and non-convex continuous function with the global minima and the set of all global minimizers in , the standard minimization problem can be given as that is, finding and a global minimizer in ; where is a (not necessarily convex) compact set defined by inequalities . Global optimization is distinguished from local optimization by its focus on finding the minimum or maximum over the given set, as opposed to finding local minima or maxima. Finding an arbitrary local minimum is relatively straightforward by using classical local optimization methods. Finding the global minimum of a function is far more difficult: analytical methods are frequently not applicable, and the use of numerical solution strategies often leads to very hard challenges. (Wikipedia).

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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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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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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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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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Introduction to Optimization

A very basic overview of optimization, why it's important, the role of modeling, and the basic anatomy of an optimization project.

From playlist Optimization

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Using Global Search for Optimization Problems

Get a Free Trial: https://goo.gl/C2Y9A5 Get Pricing Info: https://goo.gl/kDvGHt Ready to Buy: https://goo.gl/vsIeA5 Find local and global minima of the peaks function. For more videos, visit http://www.mathworks.com/products/global-optimization/examples.html

From playlist Math, Statistics, and Optimization

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OPTIMIZATION: Dimensions that maximize the volume of a cylinder

► My Applications of Derivatives course: https://www.kristakingmath.com/applications-of-derivatives-course Optimization problems are an application of derivatives in calculus that allow us to find the local and global extrema of a function, including the local and global minima and the lo

From playlist Calculus I

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OPTIMIZATION: Dimensions that maximize the volume of a box

► My Applications of Derivatives course: https://www.kristakingmath.com/applications-of-derivatives-course Optimization problems are an application of derivatives in calculus that allow us to find the local and global extrema of a function, including the local and global minima and the lo

From playlist Calculus I

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Lecture 22: Optimization (CMU 15-462/662)

Full playlist: https://www.youtube.com/playlist?list=PL9_jI1bdZmz2emSh0UQ5iOdT2xRHFHL7E Course information: http://15462.courses.cs.cmu.edu/

From playlist Computer Graphics (CMU 15-462/662)

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Symbolic Optimization

In this talk, Adam Strzebonski shows some examples of Wolfram Language optimization functions and discusses the algorithms used to implement them. Minimize, Maximize, MinValue, MaxValue, ArgMin and ArgMax compute exact global extrema of univariate or multivariate functions, constrained by

From playlist Wolfram Technology Conference 2020

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Irène Waldspurger: "Rank optimality of the Burer-Monteiro factorization"

High Dimensional Hamilton-Jacobi PDEs 2020 Workshop II: PDE and Inverse Problem Methods in Machine Learning "Rank optimality of the Burer-Monteiro factorization" Irène Waldspurger - Université Paris Dauphine Abstract: The Burer-Monteiro factorization is a classical heuristic used to spee

From playlist High Dimensional Hamilton-Jacobi PDEs 2020

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Michael Lindsey - Quantum embedding with lower bounds - IPAM at UCLA

Recorded 28 March 2022. Michael Lindsey of the Courant Institute of Mathematical Sciences, Mathematics, presents "Quantum embedding with lower bounds" at IPAM's Multiscale Approaches in Quantum Mechanics Workshop. Abstract: We present quantum embedding theories based on relaxations of the

From playlist 2022 Multiscale Approaches in Quantum Mechanics Workshop

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Solving Optimization Problems with MATLAB | Master Class with Loren Shure

In this session, you will learn about the different tools available for optimization in MATLAB. We demonstrate how you can use Optimization Toolbox™ and Global Optimization Toolbox to solve a wide variety of optimization problems. You will learn best practices for setting up and solving op

From playlist MATLAB and Simulink Livestreams

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Multicore Deep Reinforcement Learning | Asynchronous Advantage Actor Critic (A3C) Tutorial (PYTORCH)

Asynchronous advantage actor critic methods are a particular variant of asynchronous deep reinforcement learning that takes a totally different approach to breaking correlations in the data we feed to our deep neural network. Instead of using a replay buffer, we are going to use many ind

From playlist Deep Reinforcement Learning Tutorials - All Videos

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Jean-Bernard Lasserre: The moment-LP and moment-SOS approaches

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Control Theory and Optimization

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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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Stanford CS229M - Lecture 7: Challenges in DL theory, generalization bounds for neural nets

For more information about Stanford's Artificial Intelligence professional and graduate programs visit: https://stanford.io/ai To follow along with the course, visit: https://web.stanford.edu/class/stats214/ To view all online courses and programs offered by Stanford, visit: http://onli

From playlist Stanford CS229M: Machine Learning Theory - Fall 2021

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