What Is Mathematical Optimization?
ฝัง
- เผยแพร่เมื่อ 19 มิ.ย. 2024
- A gentle and visual introduction to the topic of Convex Optimization. (1/3)
This video is the first of a series of three. The plan is as follows:
Part 1: What is (Mathematical) Optimization? ( • What Is Mathematical O... )
Part 2: Convexity and the Principle of (Lagrangian) Duality ( • Convexity and The Prin... )
Part 3: Algorithms for Convex Optimization (Interior Point Methods). ( • The Karush-Kuhn-Tucker... )
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Typos:
- 8:34, The matrix A should be of size nxm, and the vector b should be of size 1xm.
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Timestamps:
0:00 Intro
2:50 What is optimization?
06:00 Linear programs
8:19 Linear regression
9:32 (Markovitz) Portfolio optimization
10:00 Conclusion
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Credit:
🐍 Manim and Python : github.com/3b1b/manim
🐵 Blender3D: www.blender.org/
🗒️ Emacs: www.gnu.org/software/emacs/
This video would not have been possible without the help of Gökçe Dayanıklı.
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Music
Sneaky Snitch by Kevin MacLeod
Link: incompetech.filmmusic.io/song...
License: filmmusic.io/standard-license
Carefree by Kevin MacLeod
Link: incompetech.filmmusic.io/song...
License: filmmusic.io/standard-license
Funkorama by Kevin MacLeod
Link: incompetech.filmmusic.io/song...
License: filmmusic.io/standard-license - วิทยาศาสตร์และเทคโนโลยี
This is such a great video on so many levels. May god bless the people who had a hand in making it 🙏🏻🙏🏻
Thank you so much for the video! This is a small but high-quality channel!
This is what I was always looking for! I appreciate your hard work :)
After Stanford's Stephen Boyd's original lecture, this is most well explained content of Convexity Optimization, Thanks for doing beautiful work!
Check out Constantine Caramanis too, he has such a firm grasp of the topic and he's really got those teaching skills
This series is absolutely formidable. thank you!
Glad to hear it!
Wow I took this course last year, you covered a lot of material in such a short time. It is amazing, I hope all of the courses could be made in form of such high quality videos someday. Great work 👍👍
Great to hear, thanks!
Bravo my friend, you are a star. This content is superb!
Underrated. As is most channels of maths andscience.
Great work, honestly. Thank you very much.
Thank you very much for this amazing and simple explanation
Really nice videoss. Continue to amaze us. ❤️
I took a class that I am not ready for and your videos have absolutely rescued me 😂
Good to hear :D
What a great video! Thanks!
highly highlu underrated channel and videos
an amazing vid to understand the background from a scratch!
clean, suave and very informative content
Thanks Mr Majdoub, appreciate it ;)
This is amaizing !!!
Nice work!
awesome video. Thank you!
Amazing explanation!!!!
your video is amazing! you are a gift for learning people!
Thank you so much!
deserves big applause!! very informative in the smoothest way possible.
Keep it up. But would be great if you work on audio quality as well.
Thank you, I appreciate that! I am working on improving audio. How does it sound to you? Is it noisy? "echo-y"? or is it just that the overall quality is not great?
@@VisuallyExplained I'd say both noisy and echo-y. you can notice that especially when there is an "S" sound.
waiting for more vids ;)
@@moustafarahal3396 that makes sense, thanks for the feedback!
Great explanation and animation! I wish you could do more optimization videos!
More is coming very soon, stay tuned!
Im a newbie to convex opt and this video sure made things less shaky in my brains.I have a feeling in my gut telling me you are a fellow Moroccan. if so, bghit ghir ngol tbarklah 3lik et bonne continuation.
Wonderful! It's great to meet a fellow moroccan in the wild ;)
Love the animation ! ❤
Thank you very much for this amazing and simple explanation, can you do another one about non-convex optimization?
Très beau travail
Helped a lot in econ class thanks
4:40 here's a suggestion for visualizing 4D that i came up with. Use colour scales in a 3D space. The global maximum is a specific shade of green, the global minimum is a specific shade of red and all other points are an interpolation of these colours. It's not perfect and it definitely wouldn't work well for unbounded functions but it's still useful nonetheless.
Hi do you have a working example in python or mathematica .. thanks
excellent！！
Life saver😭❤️
Nice explanation
got here from a reddit post :) this is so cool man!
Awesome, thank you!
great effort thanks
Thank you!
Thanks a lot!
شكرا سي البشير
أستعمل فيديوهاتك في دروسي و أشجع الطلبة على متابعتها
تحية من المدرسة الوطنية للعلوم التطبيقية في طنجة
طارق الزجاري الادريسي
شكرا جزيلا استاذي العزيز !
Really nicely done. Sorry to come off as complicated, but could I persuade you to reupload your videos without the music in the background. I feel it is super distracting.
Excellent material - I've seen a few so far. Only thing I'd quibble with is that your linear regression example has a square matrix A so (obviously) it's only an optimization problem if the rank is deficient. I'm an expert in solving linear programming problems BTW
Thank you for watching so attentively! Nice catch, b should be of size 1xm, and A should be of size nxm.
@@VisuallyExplained And (obviously) the matrix itself should be "portrait" profile to stress the overdetermined nature of the equations.
If you give the simplex method a hard time Vs interior point, I might be back with more comments 🙂
Great series! Could you tell me what tool you use for neat animations like this?
I just checked the description, and i think the answer is blender. Thanks for the great work!
Very nice, well done
Thank you! Cheers!
I sent this video for all my friends
THANKS
wonderful presentation
Thanks a lot!!
Love your content so much. Btw, the NYT article was from 1984 not 1987!
Yes! Thank you! I will add a note in the video description
Awesome lecture. What software did you use to create these animations?
Thanks!! I put some links in the video description
Great.
thanks
WHAT TOOL DO YOU USE TO MAKE SUCH KIND OF VISUAL VIDEOS
cool explanation😁
Thanks! 😃
What software did you use to create the examples?
Manim, blender3d, and adobe premiere
The intro is way too long, but the blender animations are so satisfying!
Thanks for the feedback?
Do i understand you right: feasible set is the set of those x that we can pick considering our constraints, feasible region is the set of all f(x) that we can get ?
I should have made it more explicit, but for me “feasible region” is the same thing as “feasible set”, which is the set of the “x”s that we are allowed to pick. Great question!
@@VisuallyExplained thanks!
That "Pi" reminded me of 3Blue1Brown!
its open source now. the tool 3b1b used. kudos to 3b1b!
Amazing! saved my ass
Really a great video and I appreciate it a lot, could you also remove the background music, the video will be better so much without it.
Thank you! Appreciate your feedback
"General audience" requirements: linear algebra and calculus
God bless your bloodline
Generational blessing my man, you helped ton
Why did you show dogs when you said "is given by 3 ingredients"? Did you want to take advantage of some subconscious bias/psychological association that relates to forementioning things we should remember?
Dude you are good at explaining things I love it
But why pause after each sentence !! man you are killing me.
long intro!!
please work on these things
🦦
We cannot visualize 4D 'cause we're in 3D world
bro. way too long introduction. Good video though
No story telling at all. Very dry in my opinion