图 书 馆
6252J/15084J非线性规划6.252J / 15.084J Nonlinear Programming |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | Dimitri Bertsekas |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | 6.252J is a course in the department's "Communication, Control, and Signal Processing" concentration. This course provides a unified analytical and computational approach to nonlinear optimization problems. The topics covered in this course include: unconstrained optimization methods, constrained optimization methods, convex analysis, Lagrangian relaxation, nondifferentiable optimization, and applications in integer programming. There is also a comprehensive treatment of optimality conditions, Lagrange multiplier theory, and duality theory. Throughout the course, applications are drawn from control, communications, power systems, and resource allocation problems. |
| 关 键 词: | 非线性优化; 无约束优化; 梯度; 共轭方向; 拟牛顿方法; 约束优化; 投影; 拉格朗日乘子 |
| 课程来源: | 麻省理工学院公开课 |
| 最后编审: | 2018-06-08：cmh |
| 阅读次数: | 41 |