Optimisation: Overview

The weeks 7-11 will focus on optimisation algorithms and their use in scientific computing. We will cover a range of numerical algorithms including gradient-based methods (e.g., Adam - used for training neural networks), gradient-free methods (e.g., Nelder-Mead and genetic algorithms), linear programming (often used for optimising business processes), and (mixed) integer linear programming.

• Week 7: Gradient-based optimisation
• Week 8: Gradient-free optimisation
• Week 9: Linear programming
  • Installing Pyomo
• Week 10: Integer programming