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Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by jpfr on Tuesday December 07, 2021 @12:45PM (#29475717)
I teach a class on the subject: https://www.youtube.com/playlist?list=PLdkTDauaUnQpzuOCZyUUZ...

Understanding optimization at this level and being able to formulate your own problems in one of the canonical forms gives you super powers.

You don’t even have to build your own solvers. The commercial/open source ones are typically good enough.

Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by phkahler on Tuesday December 07, 2021 @04:09PM (#29478263)
>> You don’t even have to build your own solvers. The commercial/open source ones are typically good enough.

But as a maintainer of solvespace (Open Source CAD software with geometric/algebraic constraint system) I am left wondering if this can be applied to our constraint solver, which I didn't write. It solves systems of algebraic constraints using some form of Newtons method, partial derivatives, jacobian... All stuff I'm familiar with, but not in great detail. Figuring out how best (and weather) to apply this might be a major digression ;-)

Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by jpfr on Tuesday December 07, 2021 @04:47PM (#29478618)
After following the course, you should be able to grok the solver code in /src/system.cpp. That looks fairly standard.

The interesting part (to me, as that is not my specialty) lies in the translation of the 3D constraints (including rotation, etc.) into a single objective function for solving Newton-style.

Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by phkahler on Wednesday December 08, 2021 @10:31AM (#29485931)
>> The interesting part (to me, as that is not my specialty) lies in the translation of the 3D constraints (including rotation, etc.) into a single objective function for solving Newton-style.

That's funny - I like the geometry stuff and have a good grasp of how to create useful constraint equations. I just don't know too much about the code for solving systems of those equations ;-)

Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by gugagore on Wednesday December 08, 2021 @01:08PM (#29488202)
There are probably many ways to formulate the same geometric constraint. For example, what parameterization of rotations do you use? I think the choice has implications for how easy it is to solve the equations.
Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by phkahler on Thursday December 09, 2021 @09:37AM (#29497772)
>> For example, what parameterization of rotations do you use?

For orientation we use quaternions. For other things it's an axis-angle representation. For the equal angle constraint I'm not sure how that's implemented. There was a recent addition of length-ratio between lines and arcs. That implementation was surprising to me.

Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by stochtastic on Tuesday December 07, 2021 @03:18PM (#29477656)
These lectures look fantastic — thank you for making and sharing them! I've been looking for a good foundational treatment of optimization to digest over the holidays.
Re:Regularized Newton Method with Global $O(1/k^2)$ Convergence by CharlesHorsey on Sunday December 12, 2021 @09:18AM (#29529800)
Are the exercises that go with the lectures available? Thank you!