Personal notes and projects on many different Data Science related areas

DRIP Numerical Optimizer is a collection of Java libraries for Numerical Optimization and Spline Functionality.

keywords: nonlinear optimization, pattern search, augmented lagrangian, karush-kuhn-tucker, constrained optimization, conjugate gradient methods, quasi newton methods, line search descent methods, onedimensional and multidimensional optimazation

A series of practical, sufficient, and to-the-point crash courses offered at the University of Tehran, mostly for Economics students with no prior programming background.

MATLAB code implementations for Nonlinear Programming problems, covering methods like KKT conditions, optimization algorithms, genetic algorithms and penalty function approaches.

An implementation on GPU's of a Solver for Markowitz's Model

implicit differentiation with jax

The project involves a practical optimization problem that is modelled and solved using some mathematical optimization methods and software.