图 书 馆
优化:理论与算法Optimization: Theory and Algorithms |
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| 课程网址: | http://videolectures.net/mlss2012_vanderbei_theory_algorithms/ |
| 主讲教师: | Robert Vanderbei |
| 开课单位: | 普林斯顿大学运营研究与金融工程系 |
| 开课时间: | 2013-01-15 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The course will cover linear, convex, and parametric optimization. In each of these areas, the role of duality will be emphasized as it informs the design of efficient algorithms and provides a rigorous basis for determining optimality. Various versions of the Simplex Method for linear programming will be presented. The dangers of degeneracy and ways to avoid it will be explained. Also, both the worst-case and average-case efficiency of the algorithms will be described. Finally, an efficient algorithm for parametrically solving multi-objective optimization problems will be presented, analyzed, and proposed as a new algorithm for sparse regression. |
| 关 键 词: | 参数优化; 描述算法; 线性规划 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2023-03-06：chenxin01 |
| 最后编审: | 2023-05-17：chenxin01 |
| 阅读次数: | 54 |