Optimisation-Python

This repository is intends to gather some basic optimisation algorithms in python, in order to study their behaviour and compare them in the a generic framework. It may also contains some application designed to solve problems arising in the field of Machine Learning or Compressed Sensing.

Some of the ipython notebook you can find there have been originally designed by -Gabriel Peyré : http://www.numerical-tours.com/ And the version that has been used here has been modified by -Laurent Condat : http://www.gipsa-lab.grenoble-inp.fr/~laurent.condat/ Which are well reknown researcher in advanced optimisation technics for signal processing.

You may also be interested in some slides designed in the framework of a reading group at Eth-Zurich, were we studied the Convex Optimization book by Boyd and Vandenberg:

Chapter 1

Name	Name	Last commit message	Last commit date
Latest commit History 300 Commits
CvxOpt	CvxOpt
data	data
doc	doc
.gitignore	.gitignore
AstroIntro.ipynb	AstroIntro.ipynb
BayesianBasedInterpolationKriging.ipynb	BayesianBasedInterpolationKriging.ipynb
Bayesian_logistic_regression.ipynb	Bayesian_logistic_regression.ipynb
BernsteinPolynomial.ipynb	BernsteinPolynomial.ipynb
BinaryCodeDesignShaftAbsoluteEncoder.ipynb	BinaryCodeDesignShaftAbsoluteEncoder.ipynb
ChambollePockLeastAbsDeviationPositivity.ipynb	ChambollePockLeastAbsDeviationPositivity.ipynb
ChambollePockePrimalDual.ipynb	ChambollePockePrimalDual.ipynb
ChebyshevPolynomialAcceleration.ipynb	ChebyshevPolynomialAcceleration.ipynb
Cones.ipynb	Cones.ipynb
DifferentiatingPerceptron.ipynb	DifferentiatingPerceptron.ipynb
DiffusionModels.ipynb	DiffusionModels.ipynb
DouglasRachfordL1.ipynb	DouglasRachfordL1.ipynb
EigenValuesAndWhereToFindThem.ipynb	EigenValuesAndWhereToFindThem.ipynb
EllipsoidEstimation.ipynb	EllipsoidEstimation.ipynb
FixedPointIterationsMethods.ipynb	FixedPointIterationsMethods.ipynb
ForwardBackwardDual.ipynb	ForwardBackwardDual.ipynb
ForwardBackwardSparseL1.ipynb	ForwardBackwardSparseL1.ipynb
FourierBasedRegistration.ipynb	FourierBasedRegistration.ipynb
FourierSeriesShanonSampling.ipynb	FourierSeriesShanonSampling.ipynb
GradientDescentDifferentiable.ipynb	GradientDescentDifferentiable.ipynb
GradientFlow.ipynb	GradientFlow.ipynb
GraphForScheduling.ipynb	GraphForScheduling.ipynb
HilbertTransform.ipynb	HilbertTransform.ipynb
InformationTheoryOptimization.ipynb	InformationTheoryOptimization.ipynb
Interpolation1D.ipynb	Interpolation1D.ipynb
KDTreeAndDBScan.ipynb	KDTreeAndDBScan.ipynb
KSVD.ipynb	KSVD.ipynb
KernelBasedFixedPointMethodAndDirichletEnergy.ipynb	KernelBasedFixedPointMethodAndDirichletEnergy.ipynb
KernelPointOfViewOnConvolutionalNeuralNetworks.ipynb	KernelPointOfViewOnConvolutionalNeuralNetworks.ipynb
KrylovBasedMethods.ipynb	KrylovBasedMethods.ipynb
LatentGraphLearning.ipynb	LatentGraphLearning.ipynb
LeastSquareWithOptimalityCertificate.ipynb	LeastSquareWithOptimalityCertificate.ipynb
NeurIPS2022_CCAI_Tutorial.ipynb	NeurIPS2022_CCAI_Tutorial.ipynb
NonParamDistribEstimLagrangeMaxEntropy.ipynb	NonParamDistribEstimLagrangeMaxEntropy.ipynb
NormalizingFlows.ipynb	NormalizingFlows.ipynb
OptimalTransportWasserteinDistance.ipynb	OptimalTransportWasserteinDistance.ipynb
Orthonormalization.ipynb	Orthonormalization.ipynb
PDEImageProcessing.ipynb	PDEImageProcessing.ipynb
Physics101AsteroSeismologyAndSphericalHarmonics.ipynb	Physics101AsteroSeismologyAndSphericalHarmonics.ipynb
Physics101MaxwellEquations.ipynb	Physics101MaxwellEquations.ipynb
Physics101Plancklaw.ipynb	Physics101Plancklaw.ipynb
Physics101StarSpectroscopyLines.ipynb	Physics101StarSpectroscopyLines.ipynb
QuadraticFormsForFun.ipynb	QuadraticFormsForFun.ipynb
README.md	README.md
RKHS.ipynb	RKHS.ipynb
RandomForestDecisionTrees.ipynb	RandomForestDecisionTrees.ipynb
RecursiveLeastSquare.ipynb	RecursiveLeastSquare.ipynb
RegistrationProcrustean.ipynb	RegistrationProcrustean.ipynb
RegularizationByDenoising.ipynb	RegularizationByDenoising.ipynb
RoddierWaveFrontReconstruction.ipynb	RoddierWaveFrontReconstruction.ipynb
SecondOrderMethod.ipynb	SecondOrderMethod.ipynb
SignalProcessingGraph.ipynb	SignalProcessingGraph.ipynb
SimpleChangeDetection.ipynb	SimpleChangeDetection.ipynb
SimpleControlTheory.ipynb	SimpleControlTheory.ipynb
SparseFourierApproximation.ipynb	SparseFourierApproximation.ipynb
SpatiallyVariantDeconvolution.ipynb	SpatiallyVariantDeconvolution.ipynb
SpectralClusteringIntroduction.ipynb	SpectralClusteringIntroduction.ipynb
SplineInterpolation.ipynb	SplineInterpolation.ipynb
StaticCodeAnalysisWithMachineLearning.ipynb	StaticCodeAnalysisWithMachineLearning.ipynb
StatisticalTest.ipynb	StatisticalTest.ipynb
Supervisedcomponentanalysis.ipynb	Supervisedcomponentanalysis.ipynb
TensorFlow_2_0_+_Keras_Crash_Course.ipynb	TensorFlow_2_0_+_Keras_Crash_Course.ipynb
UnsupervisedComponentAnalysis.ipynb	UnsupervisedComponentAnalysis.ipynb
WeylInequality.ipynb	WeylInequality.ipynb
bayesian_ab_testing.ipynb	bayesian_ab_testing.ipynb
keras-vq-vae-for-image-generation.ipynb	keras-vq-vae-for-image-generation.ipynb
mcmc.ipynb	mcmc.ipynb
probabilistic_matrix_factorization.ipynb	probabilistic_matrix_factorization.ipynb

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