Lecture

Manopt: Optimization Toolbox for Manifolds

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In course

MATH-512: Optimization on manifolds

We develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemannian geometry (with a focus dictated by computational con ...

Description

This lecture introduces Manopt, a toolbox for optimization on manifolds, focusing on solving optimization problems on smooth manifolds using the Matlab version. It covers the types of cost functions and manifolds handled by the toolbox, the general principles of the toolbox, and examples of different types of manifolds with a Riemannian structure.

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Instructor

Nicolas Boumal

Teaching & PhD PhD Students Andreea-Alexandra Musat Past EPFL PhD Students Christopher Criscitiello, Quentin Rebjock Courses Continuous optimization MATH-329 This course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems. Linear Algebra MATH-111(e) The purpose of the course is to introduce

Official source

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Geometry: Differential geometry

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