All Modules

Optimization & Convexity

Master the mathematics of finding the best through 24 interactive demonstrations. From convex sets and gradient descent to LP duality, simulated annealing, and portfolio optimization.

See also: Linear Algebra for convex geometry and rank-based constraints, Machine Learning for gradient-based methods that train every model, and Game Theory for finding equilibria via constraint satisfaction.

  1. 01

    Convex Sets & Functions

    Convex sets, convex functions, and Jensen's inequality

    3 demos
  2. 02

    Linear Programming

    Feasible regions, the simplex method, and LP duality

    3 demos
  3. 03

    Gradient Descent

    Learning rates, momentum, and Adam optimizer

    3 demos
  4. 04

    Constrained Optimization

    Lagrange multipliers and KKT conditions

    3 demos
  5. 05

    Convex Optimization

    Convex programs, duality gap, and interior point methods

    3 demos
  6. 06

    Integer & Combinatorial Optimization

    Branch and bound, traveling salesman, and knapsack

    3 demos
  7. 07

    Nonlinear Optimization

    Loss landscapes, saddle points, and simulated annealing

    3 demos
  8. 08

    Applications

    Linear regression, portfolio optimization, and optimal transport

    3 demos

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