Convex Optimization In Python : Python Implementations For Examples in Textbook, Convex Optimization

[LeeAndro]

English | 2022 | ISBN: NA | 619 Pages | PDF | 13.2 MB​

The objective of the book is to assist the reader to acquire Python programming experience of the convex optimization theory, by first reproducing the examples and the figures in the textbook ([book-convex-2004][1]) by Python, and then by tuning the model parameters for further understanding the characteristics of the convex problems and their solutions.

These characteristics include,

The possible variations and restrictions of the convex problems

The convergence rate

The uniqueness of the optimal solution,

The bounds of the optimal value

The feasibility and infeasibility of the problems

The challenges in numerical implementations

The reader will also learn how to implement and verify the algorithm through the convex optimization theory by himself. The jupyter noteboks for all the demos have been in the appendix.

The textbook ([book-convex-2004]) has been popularly used in many open courses about convex optimization, including

* Eeering Everywhere open course,https://see.stanford.edu/Course/EE364A

However, many learners from the convex optimization course have been complaining is pressing to deep dive into the details of the algorithms. This book will help learners catch the essential cruxes of the convex optimization theory without writing the algorithms from the scratch. Readers are encouraged to use this book as the supplementary material to the course.

The content of the book is organized in a series of demos. Each demo is corresponding to an example in the textbook ([book-convex-2004]). The jupyter notebook implementation for each demo is also provided.

Only the examples in the textbook have been implemented; the implementations for the exercises at the end of each chapter in the textbook haven't been provided. However, readers are encouraged to reuse the demo codes in the book as the baseline, to implement not only the exercises, but also any new idea.

All the source codes in python jupyter notebook can be accessed through the website

Whats news:

All the demos have been written in jupyter notebooks. Readers are encouraged to run the jupyter notebooks in the JupyterLab server (provided in the above website). The JupyterLab server has already installed the necessary Python libraries. It also has provided the online debugging environment to facilitate interested readers to deep dive into the implementation details.

Have fun!

Author: Edwin Jiang

Hangzhou, China



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