Follow the gradient

An introduction to mathematical optimisation

By Gianluca Campanella (gianluca@campanella.org)

This repository contains the slides and notebooks for my tutorial Follow the gradient: an introduction to mathematical optimisation presented at PyData London 2018 in London, UK.

A recording is available on YouTube.

Materials

• Slides

• Notebooks

  1. Linearly programmed breakfast
  2. Knapsack
  3. Quantile regression
  4. Elastic net penalisation
  5. Survival analysis
  6. Multi-layer perceptron

Additional resources

• Books

  • Convex Optimization
  • Introduction to Nonlinear and Global Optimization
  • Numerical Optimization
  • Optimization – Theory and Practice

• Courses

  • CVX101
  • EE364a: Convex Optimization I