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Come on, prior to this people read Nocedal & Wright, which is still very much a standard text on nonlinear optimization, and there were well-known implementatio
by fiforpg 3y ago
Come on, prior to this people read Nocedal & Wright, which is still very much a standard text on nonlinear optimization, and there were well-known implementations of nonlinear optimization algorithms written by these people in Fortran. These are most likely hiding in any modern LBFGS library you are looking at, including Scipy etc.
It is rather that more people understand these algorithms now and more people wrote implementations or bindings for popular languages, so you don't need to use Fortran anymore these days, but only conveniently invoke your optimization library of choice. The entire optimization ecosystem has matured; any particular good book certainly has contributed to that, but so did any other particular good book.
- blt 3y agoThey complement each other well IMO. Nocedal & Wright focus more on algorithmic details and methods that can be applied to nonconvex problems. Boyd & Vandenberghe focus more on convex analysis and showing how some non-obvious problems can be expressed in convex form. B&V might be more useful as an "extended user's manual" for convex optimization software. I would guess that most readers of N&W are writing their own solvers, or at least want to know what all the tolerances mean in their third-party solver's bewildering list of parameters.
- PartiallyTyped 3y agoCan attest, I studied Nocedal & Wright's book last year during my master's, it was my favourite course.
- optbuild 3y agoWhich book by Nocedal and Wright? Can someone link to it?
- i_don_t_know 3y agohttps://link.springer.com/book/10.1007/978-0-387-40065-5 https://link.springer.com/book/10.1007/978-0-387-40065-5