Lecture

Manopt: Optimization on 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. It covers topics such as checking gradients and Hessians, calling solvers, and ways to define cost, gradient, and Hessian functions. The lecture also discusses the use of counters during optimization and the importance of manual caching for efficient computation.

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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

Analysis: Numerical analysis

Geometry: Differential geometry

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