Gain insights into solving optimization problems in Python. Delve into essential mathematical tools, metaheuristic methods, and techniques for constrained optimization. Become proficient in efficient Python solutions.

Optimization with Python from zero to hero.png

cvxpy.tar.gz

cvxpy

Optimization theory seeks the best solution, which is pivotal for machine learning, cost-cutting in manufacturing, refining logistics, and boosting finance profits.

This course provides a detailed description of different optimization problems and the techniques used to solve them. You’ll begin with the formal definition of an optimization problem and an overview of essential mathematical tools: derivatives, gradients, and Hessian. With this knowledge, you’ll implement solutions for several optimization problems. You’ll also learn approximate metaheuristic population methods like particle swarm optimization and genetic algorithms, and solve constrained optimization problems using techniques like penalty methods and constraint simplification. Finally, you’ll solve linear programs and integer programs. 

By the end of this course, you’ll become proficient in formulating different kinds of problems as optimization problems and become skilled in the Python tools that efficiently solve these problems.

Mastering Optimization with Python

Now we're going to view some problems that can be solved with what we know already. We can solve optimization problems even without knowing sophisticated algorithms. These exercises will allow us to grasp optimization fundamentals better. Here we go!

# Exercise 1

Solve the following optimization problems:

* **Problem 1:** $\min_x x^4$
* **Problem 2:** $\min_x x^4 + 6x^2 + 1$
* **Problem 3:** $\max_x x \\ s.t.: x \in [-10, 10]$
* **Problem 4:** $\max_x x \\ s.t.: x \in (-10, 10)$




Check out some simple optimization problems.

Introduction

Derivatives and Gradients

First Optimization Algorithms

Population Methods

Adding Constraints

Linear Constrained Optimization

Summary and Conclusion

Appendix

Basic Optimization Problems

Exercise 1