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The implementation of advanced mathematical optimization methods

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algo-modelling

The source code and the papers of Mathematical Modelling problem set.

The motivation of this repository is to optimize the way of large amount of data.

Methods

  • Eigen Decomposition
  • Constrained Linear Optimization
  • Linear Recurrences
  • Laplacian Matrix
  • Convex Optimization
  • Conjugate Gradient Method
  • Positive Definiteness
  • Convexity
  • Hessian matrices
  • Maxima and Minima of higher dimensional problems
  • Steepest Descent Method
  • Newton's Method