15.084 j/6.252 j非线性规划][15.084J / 6.252J Nonlinear Programming]

15.084 j/6.252 j非线性规划 15.084J / 6.252J Nonlinear Programming


课程网址:	http://ocw.mit.edu/courses/sloan-school-of-management/15-084j-non...
主讲教师:	Prof. Robert Freund
开课单位:	麻省理工学院
开课时间:	2004-01-01
课程语种:	英语
中文简介:	本课程介绍非线性优化理论和方法的基础知识。主题包括无约束与约束优化、线性与二次规划、拉格朗日与二次对偶性理论、内点算法与理论、拉格朗日松弛、广义规划与半定规划。本课程使用的算法方法包括最速下降法、牛顿法、条件梯度和次梯度优化法、内点法、惩罚和势垒法。
课程简介:	This course introduces students to the fundamentals of nonlinear optimization theory and methods. Topics include unconstrained and constrained optimization, linear and quadratic programming, Lagrange and conic duality theory, interior-point algorithms and theory, Lagrangian relaxation, generalized programming, and semi-definite programming. Algorithmic methods used in the class include steepest descent, Newton's method, conditional gradient and subgradient optimization, interior-point methods and penalty and barrier methods.
关键词:	拉格朗日松弛; 广义规划; 牛顿法; 二次规划; 拉格朗日; 二次对偶理论; 内点算法
课程来源:	麻省理工学院公开课
最后编审:	2024-06-23：chenjy
阅读次数:	12

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