Below, you will find information about software developed by the Center, as well as download links. Disclaimer: This software is provided without any expressed or implied warranty. In particular, ...
This course offers an introduction to mathematical nonlinear optimization with applications in data science. The theoretical foundation and the fundamental algorithms for nonlinear optimization are ...
Conjugate gradient methods form a class of iterative algorithms that are highly effective for solving large‐scale unconstrained optimisation problems. They achieve efficiency by constructing search ...
In this paper we test different conjugate gradient (CG) methods for solving largescale unconstrained optimization problems. The methods are divided in two groups: the first group includes five basic ...
This paper presents a numerical comparison between algorithms for unconstrained optimization that take account of sparsity in the second derivative matrix of the objective function. Some of the ...
Established in 2002, the Lagrange Prize in Continuous Optimization is awarded jointly by the Mathematical Programming Society (MPS) and the Society for Industrial and Applied Mathematics (SIAM). SIAM ...
This course is available on the Global MSc in Management, Global MSc in Management (CEMS MIM), Global MSc in Management (MBA Exchange), MSc in Mathematics and Computation, MSc in Operations Research & ...