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凸优化导论6.079 Introduction to Convex Optimization (MIT) |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | Prof. Stephen Boyd; Prof. Pablo Parrilo |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 2012-03-12 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This course aims to give students the tools and training to recognize convex optimization problems that arise in scientific and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. Topics include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory. Applications to signal processing, control, machine learning, finance, digital and analog circuit design, computational geometry, statistics, and mechanical engineering are presented. Students complete hands-on exercises using high-level numerical software. Acknowledgements The course materials were developed jointly by Prof. Stephen Boyd (Stanford), who was a visiting professor at MIT when this course was taught, and Prof. Lieven Vanderberghe (UCLA). |
| 关 键 词: | 凸集; 凸函数的优化问题; 最小二乘法; 线性和二次规划; 半定规划; 最优性条件; 对偶理论 |
| 课程来源: | 麻省理工大学公开课 |
| 最后编审: | 2020-05-30：王勇彬(课程编辑志愿者) |
| 阅读次数: | 138 |