Smriti Shyamal, Ph.D. - Optimization Resources

Deep Learning Solvers

• AdaGrad

• Adam: Diederik P., and Jimmy Ba. “Adam: A method for stochastic optimization.” arXiv preprint arXiv:1412.6980 (2014).

• RMSProp

• Second Order Methods

  • BFGS

  • Limited BFGS (L-BFGS)

Constrained Optimization Solvers

• ADMM: Video lecture by Prof. Byod

• IPOPT

• CONOPT

• KNITRO

• SNOPT

Optimization using High-level languages

• Python

• AMPL

• GAMS

• Xpress

• gPROMS

Mixed-integer Solvers

• BONMIN

• CPLEX

• ANTIGONE

• BARON