Top products from r/optimization
We found 5 product mentions on r/optimization. We ranked the 5 resulting products by number of redditors who mentioned them. Here are the top 20.
2. Numerical Linear Algebra
Sentiment score: 1
Number of reviews: 1
Used Book in Good Condition
3. Optimization Models
Sentiment score: 1
Number of reviews: 1
Cambridge University Press
Hi OP,
I found myself in a similar situation to you. To add a bit of context, I wanted to learn optimization for the sake of application to DSP/machine learning and related domains in ECE. However, I also wanted sufficient intuition and awareness to understand and appreciate optimization it for it's own sake. Further, I wanted to know how to numerically implement methods in real-time (embedded platforms) to solve the formulated problems (Since my job involves firmware development). I am assuming from your question that you are interested in some practical implementation/simulations too.
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< A SAMPLE PIPELINE >
Optimization problem formulation -> Enumerating solution methods to formulated problem -> Algorithm development (on MATLAB for instance) -> Numerical analysis and fixed-point modelling -> Software implementation -> Optimized software implementation.
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So, building from my coursework during my Masters (Involving the standard LinAlg, S&P, Optimization, Statistical Signal Processing, Pattern Recognition, <some> Real Analysis and Numerical methods), I mapped out a curriculum for myself to achieve the goals I explained in paragraph 1. The Optimization/Numerical sections of the same is as below:
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OPTIMIZATION MODELS:
NUMERICAL METHODS:
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Personally I think this might be a good starting point, and as other posters have mentioned, you will need to tailor it to your use-case. Remember that learning is always iterative and you can re-discover/go deeper once you've finished a first pass. Front-loading all the knowledge at once usually is impractical.
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All the best and hope this helped!
A good book that has a large number of sample models is "Model Building in Mathematical Programming" by H.P. Williams
IBM has a large collection of examples, which they provide example solutions for, in their documentation for their CPLEX Studio product stack.
If you are interested in constraint programming, the IBM collection has a number of relevant examples, and there are a lot of example you could find for the MiniZinc platform. Here is a collection of examples that come from a coursera MOOC that might be worth investing some time in.
If you are interested in Metaheuristic/Search types of optimization, the OptaPlanner tool has some great examples that are worth a look.
I saw the name of a book by Lange (https://www.amazon.com/Optimization-Springer-Texts-Statistics-Kenneth/dp/1461458374/) in a Quora question: (https://www.quora.com/What-are-the-major-subfields-of-optimization-theory-What-textbooks-are-good-for-learning-about-them)
Can you comment on that book? It seems uptodate, general, and introduces math too.