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优化方法

15.093 / 2.098 Optimization Methods (SMA 5213)
课程网址: http://ocw.mit.edu/courses/sloan-school-of-management/15-093j-opt...  
主讲教师: Dimitris Bertsimas
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:
本课程介绍线性、网络、离散、非线性、动态优化和最优控制的主要算法。重点是方法论和基本的数学结构。主题包括单纯形法、网络流法、离散优化的分枝与有界与切割平面法、非线性优化的最优条件、凸优化的内点法、牛顿法、启发式方法、动态规划与最优控制方法。本课程也是新加坡-麻省理工联盟(SMA)计划的一部分,课程编号为SMA 5213(优化方法)。
课程简介: This course introduces the principal algorithms for linear, network, discrete, nonlinear, dynamic optimization and optimal control. Emphasis is on methodology and the underlying mathematical structures. Topics include the simplex method, network flow methods, branch and bound and cutting plane methods for discrete optimization, optimality conditions for nonlinear optimization, interior point methods for convex optimization, Newton's method, heuristic methods, and dynamic programming and optimal control methods. This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5213 (Optimisation Methods).
关 键 词: 算法; 线性; 网络; 离散; 非线性
课程来源: 信息不详。欢迎您在右侧留言补充。
最后编审: 2018-11-11:wrq
阅读次数: 47