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notes for numerical methods for optimization, work in progress

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notes for numerical methods for optimization

notes for audited course and various references such as:

  • Nocedal et al., Numerical Optimization
  • Polson et al., Proximal Algorithms in Statistics and Machine Learning
  • Parikh et al., Proximal Algorithms
  • Boyd et al., Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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