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Codes for Mathematical Methods for Industrial and Management Engineering (산업경영수리기법) @ SNU 2017-F
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HW2.ipynb
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README.md
optimizer_experiments.ipynb

README.md

Math for IE

Codes for "Mathematical Methods for Industrial and Management Engineering" @ SNU 2017-F

Contents

Linear Algebra

  • LU Factorization
  • Cholskey Factorization
  • QR Factorization
    • Gram-Schmidt
    • Modified Gram-Schmidt
    • Householder

MCMC

  • Accept/Reject
  • Metropolis-Hastings
  • Conjugate Prior
  • Rao-Blackwell

Final Project (Custom Optimizer in PyTorch)

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