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Optimization Methods and Game Theory

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Material • Exercise • Exams

Optimization Methods and Game Theory

This project was created with the main object of create a complete repository with all the University of Pisa Material to study for the course of Optimization Methods and Game Theory. You can take a look at the final Documentation on this link and the wiki report here

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Material

0. Introduction
1. Preliminaries on convex sets and convex functions
2. Existence of optimal solutions and optimality conditions
3. Lagrangian duality
4. Support Vector Machines for classification problems
5. Regression problems
6. Clustering problems
7. Solution methods for unconstrained optimization problems
8. Solution methods for constrained optimization problems
9. Multiobjective optimization problems
10. Noncooperative game theory

Exercise

• Ch. 1 - Convex sets and convex functions
• Ch. 2-3 – Nonlinear optimization theory
• Ch. 3: Lagrangian dual of a nonconvex problem
• Ch. 4 – SVM for classification problems:
  • Solutions:
    • 4.1.m (Check on Github) (Download)
    • 4.2.m (Check on Github) (Download)
    • 4.4.m (Check on Github) (Download)
    • 4.5.m (Check on Github) (Download)
• Ch. 5 – Regression problems:
  • Solutions:
    • 5.1.m (Check on Github) Download
    • 5.2.m (Check on Github) (Download) - 5.3.m Check on Github Download – 5.4.m Check on Github Download – 5.5.m Check on Github Download – 5.6.m Check on Github Download
• Ch. 6 – Clustering problems:
  • Solutions: 6.1.m Check on Github Download – 6.2.m Check on Github Download
• Ch. 7 – Solution methods for unconstrained optimization:
  • Solutions: 7.1.m Check on Github Download – 7.2.m Check on Github Download – 7.3.m Check on Github Download – 7.4.m Check on Github Download – 7.5.m Check on Github Download
• Ch. 8 – Solution methods for constrained optimization:
  • Solutions: 8.2.m Check on Github Download – 8.3.m Check on Github Download
• Ch. 9 – Multiobjective optimization:
  • Solutions:
    • 9.1.m (Check on Github) Download
    • 9.4.m (Check on Github) Download
    • 9.5.m (Check on Github) Download
    • 9.6.m (Check on Github) Download
    • 9.7.m (Check on Github) Download
• Ch. 10 – Noncooperative game theory:
  • Solutions: 10.2.m – 10.5.m

Exams