Advanced & Applied Topics · Operations Research & Optimization

Nonlinear programming and statistical estimation — Advanced reference

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction # OPERATIONS RESEARCH & MATHEMATICAL STATISTICS

Overview

Topics covered

  • Introduction
  • Nonlinear Programming and Statistical Estimation
  • Introduction: The Historical and Conceptual Intersection
  • Nonlinear Programming (NLP) Fundamentals
  • Convexity and the Curvature Tensor (Hessian)
  • Karush-Kuhn-Tucker (KKT) Optimality Conditions

Related concepts

Main connections

  • Maximum likelihood estimation
  • Linear algebra & matrices
  • Regularization (Lasso / Ridge / Elastic Net)
  • Hypothesis testing
  • Linear regression
  • Calculus & differentiation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

min𝐱∈ℝdf(𝐱)subject togi(𝐱)≤0,i=1,…,mhj(𝐱)=0,j=1,…,p
View LaTeX source\begin{aligned} \min_{\mathbf{x} \in \mathbb{R}^d} \quad & f(\mathbf{x}) \\ \text{subject to} \quad & g_i(\mathbf{x}) \le 0, \quad i = 1, \dots, m \\ & h_j(\mathbf{x}) = 0, \quad j = 1, \dots, p \end{aligned}