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…zation Co-authored-by: djeada <37275728+djeada@users.noreply.github.com>
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[WIP] Add definitions and examples for convex optimization
Add optimization notes: convex, global, local, and constrained optimization
Feb 28, 2026
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@copilot add respective src files same as for other projects |
…otebooks Co-authored-by: djeada <37275728+djeada@users.noreply.github.com>
Co-authored-by: djeada <37275728+djeada@users.noreply.github.com>
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All 46 new tests pass alongside the existing 550. README updated with implementation and example links. |
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changed the title
Add optimization notes: convex, global, local, and constrained optimization
Add optimization notes and src files: convex, global, local, and constrained optimization
Feb 28, 2026
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Adds four new optimization topics under
notes/8_optimization/andsrc/8_optimization/, following the existing project structure (notes, implementation, tests, example notebooks).New notes
convex_optimization.md— Convex sets/functions, Jensen's inequality, KKT conditions, active-set QP algorithm, worked QP example, convex vs non-convex comparisonglobal_optimization.md— Grid search (curse of dimensionality), simulated annealing, genetic algorithms, worked Rastrigin example comparing global vs local methodslocal_optimization.md— Gradient descent, Newton's method, BFGS with convergence rates, worked Rosenbrock example from multiple initial guessesconstrained_optimization.md— LP formulation, Lagrangian/KKT theory, simplex method, worked resource allocation LP and equality-constrained Lagrange multiplier exampleNew src files
Each topic follows the existing
implementation/tests/examplesdirectory pattern:convex_optimization/—quadratic_programming(),is_convex_function()implementations, 10 tests, example notebook with QP solving and convex vs non-convex visualizationglobal_optimization/—grid_search(),simulated_annealing(),genetic_algorithm()implementations, 12 tests, example notebook with Rastrigin function comparisonlocal_optimization/—gradient_descent_optimize(),newtons_method_optimize(),bfgs()implementations, 14 tests, example notebook with Rosenbrock convergence paths from multiple starting pointsconstrained_optimization/—linear_programming()(simplex method),lagrange_multiplier_minimize()implementations, 10 tests, example notebook with feasible region plot and Lagrange multiplier visualizationREADME
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