Optimization & Numerical Analysis

This repository is a selection of my works on Optimization and Numerical Analysis classes, at UCSD and for self-study.

1. Numerical Analysis

   1. Solving a linear system of the form Ax = b, where A is a (not necessarily square) matrix exactly and approximately.
   2. Diagonalizing and doing Singular Value Decomposition.
   3. Approximating solutions of non-linear equations.
   4. Approximating and interpolating polynomials from a set of data points.

2. Optimization

   1. Convex Optimization, with a touch on Non-convex optimization.
   2. Constrained and Unconstrained Optimization.
   3. First-order and Second-order methods.

This will be updated as new works are done and can be published.