What Is Mathematical Optimization?
Ғылым және технология
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
Пікірлер: 94
This is such a great video on so many levels. May god bless the people who had a hand in making it 🙏🏻🙏🏻
After Stanford's Stephen Boyd's original lecture, this is most well explained content of Convexity Optimization, Thanks for doing beautiful work!
@arisioz
Жыл бұрын
Check out Constantine Caramanis too, he has such a firm grasp of the topic and he's really got those teaching skills
This is what I was always looking for! I appreciate your hard work :)
Thank you so much for the video! This is a small but high-quality channel!
This series is absolutely formidable. thank you!
@VisuallyExplained
2 жыл бұрын
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 👍👍
@VisuallyExplained
2 жыл бұрын
Great to hear, thanks!
I took a class that I am not ready for and your videos have absolutely rescued me 😂
@VisuallyExplained
Жыл бұрын
Good to hear :D
Underrated. As is most channels of maths andscience.
highly highlu underrated channel and videos
Bravo my friend, you are a star. This content is superb!
Really nice videoss. Continue to amaze us. ❤️
Great work, honestly. Thank you very much.
Thank you very much for this amazing and simple explanation
What a great video! Thanks!
clean, suave and very informative content
@VisuallyExplained
2 жыл бұрын
Thanks Mr Majdoub, appreciate it ;)
an amazing vid to understand the background from a scratch!
Nice work!
This is amaizing !!!
Amazing explanation!!!!
your video is amazing! you are a gift for learning people!
@VisuallyExplained
2 жыл бұрын
Thank you so much!
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.
@VisuallyExplained
2 жыл бұрын
Wonderful! It's great to meet a fellow moroccan in the wild ;)
Love the animation ! ❤
awesome video. Thank you!
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.
@VisuallyExplained
2 жыл бұрын
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?
@moustafarahal3396
2 жыл бұрын
@@VisuallyExplained I'd say both noisy and echo-y. you can notice that especially when there is an "S" sound. waiting for more vids ;)
@VisuallyExplained
2 жыл бұрын
@@moustafarahal3396 that makes sense, thanks for the feedback!
Great explanation and animation! I wish you could do more optimization videos!
@VisuallyExplained
2 жыл бұрын
More is coming very soon, stay tuned!
got here from a reddit post :) this is so cool man!
@VisuallyExplained
2 жыл бұрын
Awesome, thank you!
Très beau travail
excellent!!
Helped a lot in econ class thanks
شكرا سي البشير أستعمل فيديوهاتك في دروسي و أشجع الطلبة على متابعتها تحية من المدرسة الوطنية للعلوم التطبيقية في طنجة طارق الزجاري الادريسي
@VisuallyExplained
7 ай бұрын
شكرا جزيلا استاذي العزيز !
Thank you very much for this amazing and simple explanation, can you do another one about non-convex optimization?
Nice explanation
Life saver😭❤️
Very nice, well done
@VisuallyExplained
2 жыл бұрын
Thank you! Cheers!
great effort thanks
I sent this video for all my friends
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.
@montagne13
7 ай бұрын
Hi do you have a working example in python or mathematica .. thanks
Thank you!
Great series! Could you tell me what tool you use for neat animations like this?
@MZmakesgames
2 жыл бұрын
I just checked the description, and i think the answer is blender. Thanks for the great work!
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.
wonderful presentation
@VisuallyExplained
2 жыл бұрын
Thanks a lot!!
Thanks a lot!
THANKS
Awesome lecture. What software did you use to create these animations?
@VisuallyExplained
2 жыл бұрын
Thanks!! I put some links in the video description
cool explanation😁
@VisuallyExplained
2 жыл бұрын
Thanks! 😃
Love your content so much. Btw, the NYT article was from 1984 not 1987!
@VisuallyExplained
2 жыл бұрын
Yes! Thank you! I will add a note in the video description
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
@VisuallyExplained
2 жыл бұрын
Thank you for watching so attentively! Nice catch, b should be of size 1xm, and A should be of size nxm.
@jajhall
2 жыл бұрын
@@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 🙂
thanks
WHAT TOOL DO YOU USE TO MAKE SUCH KIND OF VISUAL VIDEOS
The intro is way too long, but the blender animations are so satisfying!
@VisuallyExplained
2 жыл бұрын
Thanks for the feedback?
Great.
That "Pi" reminded me of 3Blue1Brown!
@linyidai9076
2 ай бұрын
its open source now. the tool 3b1b used. kudos to 3b1b!
What software did you use to create the examples?
@VisuallyExplained
Жыл бұрын
Manim, blender3d, and adobe premiere
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 ?
@VisuallyExplained
2 жыл бұрын
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!
@nurzaur
2 жыл бұрын
@@VisuallyExplained thanks!
"General audience" requirements: linear algebra and calculus
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.
@VisuallyExplained
8 ай бұрын
Thank you! Appreciate your feedback
Amazing! saved my ass
God bless your bloodline
@gelamegeneishvili7240
Жыл бұрын
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
classics 0:07 0:08 0:08
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