Optimization in Julia

© Keisuke Uto

I want to share basic convex optimization methods in Julia. I think these codes includes useful tips for using Convex.jl.

You can render math formula with MathJax Plugin for Github if you use Chrome.

Reimplementation of cvxpy sample

Thanks for useful examples in cvxpy.

Control

• Control

Regression

• Ridge Regression
• Lasso Regression
• Huber Regression

Dimension Reduction

• Nonnegative Matrix Factorization

Geometric Programming

• Maximizing the volume of a box

Julia tips

• Julia 1.x without crying

reference

• cvxpy
• Convex.jl
  • convex operations in Convex.jl

if you find mistakes, please tell me in issue.