[GSOC'23] Enhanced optimization solver interfaces for Sage

[Vaibhav Pandey (ChemE IITBHU)]

Hello,  I'm a sophomore at IIT BHU, hoping to contribute to Sage via GSoC. I am looking to contribute to the Enhanced optimization solver interfaces project as I greatly enjoy optimization. I have done a bit of ML and know optimization algorithms like gradient descent, SGD etc.

However, I am not very familiar with apt mathematical concepts. I've taken courses on Linear Algebra, Real Analysis, Probability and Statistics; however, we have not covered the ideas related to this particular project.

Hence, I'd greatly appreciate it if I could be referred to some books or papers or any online resource which explains these concepts at a relatively low(er) level so I can understand the topic and draft a suitable proposal.

Thanks

Vaibhav Pandey

[Matthias Koeppe]

Here are 3 pointers to literature
1) Vanderbei, Linear Programming and Extensions -- a good introductory
book to linear optimization
2) Boyd and Vandenberghe, Convex Optimization
3) the MOSEK Modeling Cookbook

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--
Dr. Matthias Koeppe . . . . . . . . http://www.math.ucdavis.edu/~mkoeppe
Professor of Mathematics

[Vaibhav Pandey (ChemE IITBHU)]

Thank you for the suggestions!

I found one of your courses: https://video.ucdavis.edu/channel/MAT%2B168%2BOptimization%2B%2528Matthias%2BK%25C3%25B6ppe%253B%2BFall%2B2020%2529/230382293

Can I watch this along with the textbook?

Also can you please tell me, until which lecture will be sufficient for the GSoC task?