Optimization Masterclass - Hands-on: How to Solve Convex Optimization Problems in CVXPY Ep6

Описание: Optimization Masterclass - Ep 6: How to Solve Convex Optimization Problems in CVXPY

Smart Handout: https://colab.research.google.com/dri...

In this video we take a hands-on approach to solving optimization problems using CVXPY, a powerful open-source Python library for convex optimization. CVXPY allows you to focus on modeling rather than algorithm selection, ensures code readability through math-like syntax, and supports multiple solvers. We walk through two complete practical example step-by-step: solving a norm approximation problem and regularization problem using CVXPY. This tutorial is ideal for those who want to learn how to implement optimization models in code and understand how CVXPY verifies convexity and solves problems reliably. All code and materials are linked above.

CVXPY website: https://www.cvxpy.org/

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Resources:

My Research Lab page: https://giordanoscarciotti.com/

Smart Handout: https://colab.research.google.com/dri...

Recommended Textbooks: https://web.stanford.edu/~boyd/cvxboo...

Connect:

LinkedIn:   / giordano-scarciotti-70167115  

#Optimization #ConvexOptimization #MathematicalOptimization #ImperialCollegeLondon #OptimizationMasterclass #MachineLearning #DataScience #Engineering #OperationsResearch #lecture

CHAPTERS:
00:00 Introduction
00:46 Why CVXPY?
03:31 First example: basic norm approximation
19:14 Common error
25:25 Recap first example
33:24 Second example: Ridge vs Lasso regression
45:54 Recap second example
46:56 Intro to Disciplined Convex Programming
52:51 Conclusion