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凸优化的领域专用语言

Domain Specific Languages for Convex Optimization
课程网址: http://videolectures.net/roks2013_boyd_language/  
主讲教师: Stephen P. Boyd
开课单位: 斯坦福大学
开课时间: 2013-08-26
课程语种: 英语
中文简介:

用于描述凸优化问题的专用语言,以及将其自动转换为规范形式的关联解析器,极大地增加了凸优化在应用程序中的使用,尤其是在问题实例规模不大的应用程序中。例如,CVX和YALMIP允许用户基于解决(中等大小)凸优化问题来快速构建应用程序原型。最近,在CVXGEN中使用了类似的技术来自动生成超有效的小尺寸代码,以解决一系列小的凸优化优化问题,这可能会在实时控制中使用。在本次演讲中,我将描述在此类系统中使用的一般方法,并描述可用于大规模问题的方法。与朱(Eric Chu)共同合作。

课程简介: Specialized languages for describing convex optimization problems, and associated parsers that automatically transform them to canonical form, have greatly increased the use of convex optimization in applications, especially those where the problem instances are not very large scale. CVX and YALMIP, for example, allow users to rapidly prototype applications based on solving (modest size) convex optimization problems. More recently, similar techniques were used in CVXGEN to automatically generate super-efficient small footprint code for solving families of small convex optimization optimization problems, as might be used in real-time control. In this talk I will describe the general methods used in such systems, and describe methods by which they can be adapted for large-scale problems. Joint work with Eric Chu.
关 键 词: 凸优化; 关联解析
课程来源: 视频讲座网
数据采集: 2020-11-18:zyk
最后编审: 2020-11-18:zyk
阅读次数: 81