User:Jarle Pahr/Optimization

Notes on optimization theory:

Numerical recipes: http://www.nr.com/

See also http://openwetware.org/wiki/Optimality_In_Biology

Numerical optimization of industrial processes: http://support.dce.felk.cvut.cz/mediawiki/images/5/50/Bp_2013_caletkova_lenka.pdf

Concepts

Pareto front:

Linear programming:

http://www.aimms.com/aimms/download/manuals/aimms3om_linearprogrammingtricks.pdf

Quadratic programming:

Convex optimization:

http://systemsbiology.ucsd.edu/Classes/Convex

Software

https://simtk.org/home/lapack

http://www.gurobi.com/

GLPK

http://sourceforge.net/projects/minion/?source=directory

Constrained optimization

http://www.mit.edu/~dimitrib/Constrained-Opt.pdf

http://www.mathworks.se/help/optim/constrained-optimization.html

http://en.wikipedia.org/wiki/Constrained_optimization

Least-squares minimization

http://en.wikipedia.org/wiki/Least_squares

http://math.stackexchange.com/questions/69613/linear-least-squares-with-inequality-constraints

http://www.ppsw.rug.nl/~kiers/leastsquaresbook.pdf

Least squares optimization: http://www.cns.nyu.edu/~eero/NOTES/leastSquares.pdf

From the above: "Least squares (LS) problems are optimization problems in which the objective (error) function may be expressed as a sum of squares."

Bibliography

Books:

Convex Optimization – Boyd and Vandenberghe: http://www.stanford.edu/~boyd/cvxbook/