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通过连续方法解决离散优化问题

Tackling discrete optimization problems by continuous methods
课程网址: http://videolectures.net/8ecm2021_dur_tackling_discrete/  
主讲教师: Mirjam Dür
开课单位: 奥格斯堡大学
开课时间: 2021-07-06
课程语种: 英语
中文简介:
许多 NP-hard 离散和组合优化问题可以借助二次表达式来表述。 这些反过来可以通过将问题从 n 维空间提升到 n × n 矩阵的空间来线性化。 我们证明这会导致圆锥优化问题,即矩阵变量中的优化问题,其中约束要求矩阵位于所谓的同正矩阵或完全正矩阵的锥体中。 原始问题的复杂性完全转移到了圆锥约束中。 我们讨论了这种方法的优缺点,并回顾了该领域的最新技术,涵盖了理论和数值求解方法。
课程简介: Many NP-hard discrete and combinatorial optimization problems can be formulated with the help of quadratic expressions. These in turn can be linearized by lifting the problem from n-dimensional space to the space of n by n matrices. We show that this leads to a conic optimization problem, i.e., an optimization problem in matrix variables where a constraint requires the matrix to be in the cone of so called copositive or completely positive matrices. The complexity of the original problem is entirely shifted into the cone constraint. We discuss the pros and cons of this approach, and we review the state of the art in this area, covering both theory and numerical solution approaches.
关 键 词: 离散组合; 连续方法; 圆锥约束
课程来源: 视频讲座网
数据采集: 2022-03-27:hqh
最后编审: 2022-03-27:hqh
阅读次数: 69