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凸优化中的多面体逼近

Polyhedral Approximations in Convex Optimization
课程网址: http://videolectures.net/opt08_bertsekas_paico/  
主讲教师: Dimitri Bertsekas
开课单位: 麻省理工学院
开课时间: 2008-12-20
课程语种: 英语
中文简介:
我们提出了一种通过多面体近似求解凸程序的统一框架。它包括经典方法,如切割平面,Dantzig Wolfe分解,束和单纯形式组合,但也包括这些方法的改进,以及非常适合重要的大规模类型问题的新方法,例如在网络优化。
课程简介: We propose a unifying framework for solution of convex programs by polyhedral approximation. It includes classical methods, such as cutting plane, Dantzig-Wolfe decomposition, bundle, and simplicial de- composition, but also includes refinements of these methods, as well as new methods that are well-suited for important large-scale types of problems, arising for example in network optimization.
关 键 词: 多面体; 凸程序; 切割平面
课程来源: 视频讲座网
最后编审: 2019-09-12:lxf
阅读次数: 80