Introduction to Optimization
In this video we introduce the concept of mathematical optimization. We will explore the general concept of optimization, discuss nomenclature, and investigate several detailed examples.
Topics and timestamps:
0:00 - Introduction
1:12 - Example01: Dog Getting Food
5:18 - Cost/Objective Functions
18:18 - Constraints
28:20 - Unconstrained vs. Constrained Optimization
31:30 - Example: Optimization in Real World Application
52:46 - Summary
ERRATA
23 minutes and 39 seconds: I incorrectly drew this constrain at x1 = 1.75 instead of x1 = 0.75
All Optimization videos in a single playlist ( • Optimization )
#Optimization
You can support this channel via Patreon at / christopherwlum . Thank you for your help!
Пікірлер: 68
In case it is helpful, all my Optimization videos in a single playlist are located at kzread.info/head/PLxdnSsBqCrrHo2EYb_sMctU959D-iPybT. You can support this channel via Patreon at www.patreon.com/christopherwlum. Please let me know what you think in the comments. Thanks for watching!
wow! i've been trying to understand some papers on optimization and writing some code for a few months, this came at just the right time!
AE 501 I love it when you use humor in your videos when teaching your topics (not just in this video). It makes it more memorable, especially when the videos get an hour+ in length. 33:18 The comment about the dwarf in snow white got a genuine laugh out of me.
@ChristopherLum
2 жыл бұрын
Austin, I'm glad you enjoyed it, I always find math more enjoyable if I can relate it to something fun.
He is a one of the most influential instructors in all of the world… thank you professor!
@mutiur7396
11 ай бұрын
Maybe not influential but one of the best... I have watched many lectures but his voice is loud and clear... Most of other ones look like mumbling...
AE501: This is the first time I am learning about optimization, so I was a little lost in the beginning, but the Seattle commute example really helped me conceptualize the goal of optimization (so did the example with the star of the video, Gus). Thanks for the lecture!
This the best video I have seen about an introduction to optimzation !! Clear and concise !! Now I can peacefully explain this to someone who is in need !!
@ChristopherLum
2 жыл бұрын
Hi Bharath, Thanks for the kind words, I'm glad you enjoyed the video. If the find the these videos to be helpful, I hope you'll consider supporting the channel via Patreon at www.patreon.com/christopherwlum. Given your interest in this topic, I'd love to have you a as a Patron as I'm able to talk/interact personally with all Patrons. Thanks for watching! -Chris
AE501: I can see why you’re so excited about this topic! Love Gus and especially the commute example. Very understandable. Thanks
AE 501 Great Prof with very important optimization lessons
AE501: Always love seeing Gus get involved! Thank you professor for the great examples and the detailed introduction to optimization!
Wonderful! Looking forward to seeing the rest of the series. Loved your co-star.
@ChristopherLum
2 жыл бұрын
Zafer, I have several other videos in the series on the playlist already. I hope to have the next video on unconstrained optimization out next Monday, I hope to see you there, thanks for watching!
AE501: This is a great introduction to the concepts and nomenclature. We may need a longer video for Gus to reveal his cost function..It's interesting to think about how the risk and lack of data might be handled in an open loop system
Amazing video as usual!
The best explanation I have come across so far hats off.
@ChristopherLum
Жыл бұрын
Hi Zain, Thanks for the kind words, I'm glad you enjoyed the video. If you find these videos helpful, I hope you'll consider supporting the channel via Patreon at www.patreon.com/christopherwlum or via the 'Thanks' button underneath the video. Given your interest in this topic, I'd love to have you a as a Patron as I'm able to talk/interact personally with all Patrons. I can also answer any questions, provide code, notes, downloads, etc. on Patreon. Thanks for watching! -Chris
AE 501 The real life example of commuting to your work definitely helped understanding optimization conceptually. Great video!
AE 501 - Helpful intro to optimization. Like you said basically my entire engineering job involves optimizing solutions so I'm interested to see where this leads us over the last week of the quarter.
Great work on explaining these concepts of optimization! In addition, will you address the scope of optimization (basically differences between local optimization and global optimization) in a future video?
I found THE channel! Finally!!! Keep up the great work Prof.!
@ChristopherLum
2 жыл бұрын
Hari, Thanks for reaching out. If you have questions or would like to request a video, please consider supporting the channel via Patreon at www.patreon.com/christopherwlum. I interact personally with Patrons at all levels. Thanks for watching!
AE501: Again, another fun and very clever experiment. We can easily relate to the concepts of optimization or function model.
You're really a perfect teacher!! I wish I could have found you earlier🙂
AE501: This is a very interesting concept. Nice job introducing applications of optimization!
@ChristopherLum
2 жыл бұрын
Glad you like it!
thank you for the excellent explanation
Awesome!! Really excited to see this
@ChristopherLum
2 жыл бұрын
Look for a shout out to you near the end of the video @ 57:20 😀. Thanks for supporting the channel!
Thank you for a great video. I plan to watch the whole series!
@ChristopherLum
2 жыл бұрын
Hi, Thanks for the kind words, I'm glad you enjoyed the video. If you find these videos helpful, I hope you'll consider supporting the channel via Patreon at www.patreon.com/christopherwlum or via the 'Thanks' button underneath the video. Given your interest in this topic, I'd love to have you a as a Patron as I'm able to talk/interact personally with all Patrons. Thanks for watching! -Chris
AE501: The real world example of the ferry was very helpful!
Excellent explanation.
AE501: This is a very interesting concept.
AE501: For Ex. 3, you drew the x1
AE501- Good understanding of initial optimization introduction and how it will be used in future studies.
Would this help in learning optimal control theory?
#AE501 First time learning optimization. This is such a good introduction video. Thank you for the excellent explanation.
Thank you
Thank you so much for the videos and amazing explanation, I am making a goal to buy a tee from your shop once i finish this playlist as a reward to myself
@ChristopherLum
5 ай бұрын
Thanks for watching. Let me know when you get close to completion as it has been on my list to get a few new T-shirt designs uploaded.
@zuhail1519
5 ай бұрын
I SURE WILL, THANKS AGAIN!@@ChristopherLum
AE501: always love some Gus content
Sir, can you please cover Sequential Quadratic Programming algorithm?
AE501 (Elizabeth Sampley): Professor Lum, thank you for this awesome series of videos! Not to derail, but I especially like the relation to philosophy in this video and your demonstration here. Framing these problems in terms of the human experience makes everything much more interesting, and with that I am going to drop some nice quotes: "But the will is so free in its nature, that it can never be constrained" - Rene Descartes, The Passions of the Soul (1649)
@juicydangler207
2 жыл бұрын
Other quote: "...even if man really were nothing but a piano key, even if this were proved to him by natural science and mathematics, even then he would not become reasonable, but would purposely do something perverse out of simple ingratitude, simply to gain his point." - Fyodor Dostoyevsky, Notes from the Underground (1864)
@ChristopherLum
2 жыл бұрын
Very nice :). I'd like to think human will is not subject to constraints but I somehow suspect the feasible set is not infinite :)
AE501: 5:10 As a fellow dog owner, this made me laugh! I know for sure my dog would be going for the pizza straight away, her brain must be optimized to go for pizza 100% of the time! But overall great video, as someone who wishes to go down the controls path in the future optimization is a huge concept in control theory and something definitely that interests me. Thanks!
@ChristopherLum
2 жыл бұрын
Yep, dogs love pizza!
Dear Professor Lum good to see you again,after a long time,One kind suggestion please inclucde "MATLAB - based tutorial more" also,very excited to see some "Trajectory tracking based control design with MATLAB tutorial (by trajectory tracking i mean to follow some custom based trajectory (and importantly how we make trajectory from way-point concept and repeat them over the whole simation time) I hope i have put my query correctly.. Best wishes Thank you
@ChristopherLum
2 жыл бұрын
Thanks for reaching out. If you have questions or would like to request a video, please consider supporting the channel via Patreon at www.patreon.com/christopherwlum. I interact personally with Patrons at all levels. Thanks for watching!
First of all thank you very much sir for the great video, can you please do another one about descrete optimization?
nice!
Nice video
AE 501 Thanks for the video professor, I can tell a lot of thought and effort when into it. Some feedback I have is maybe the video could have been shorter or more concise (in my opinion, the topic was not too difficult to understand). However, I understand that this is an introduction video and it's important to make sure everyone has a solid base to build on for future and more complex topics. Anyways, great video again, and just giving my opinion because I believe you appreciate feedback.
@ChristopherLum
Жыл бұрын
Edward, thanks for the valuable feedback. Yes, I do indeed welcome any pointers about how to make future videos better and your advice has been noted, thanks for taking the time to write it down.
AE 501: I had no interest in optimization but you introduced the topic and made it seem fun and exciting!
@ChristopherLum
Жыл бұрын
Sunny, great, I'm glad it was exciting!
Have I missed something? He draws the constraint x1≤0.75 on the 1.75 x ? Also, why is the x2 constraint on the ordinate ? Isn't it supposed to be on the abscissa or described as the y constraint? Otherwise , well done presentation on the math optimization. Optimization is subjective. That is very important to understand from this .
@ChristopherLum
2 жыл бұрын
Thanks for catching this, the x1 < 0.75 constraint was indeed drawn incorrectly on the board. The x2 constraints are correct. Thanks for watching!
[AE501] I hope the dog got the second slice of pizza!!
[AE501] 3:14 I would have gone fruit loops first :)
@ChristopherLum
2 жыл бұрын
What if they were Lucky Charms 😊?
@timproby7624
2 жыл бұрын
I believe fruit loops are superior to lucky charms 😉
Nice video