图 书 馆
数学规划概论6.251J Introduction to Mathematical Programming (MIT) |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | Prof. Dimitris Bertsimas |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This course is an introduction to linear optimization and its extensions emphasizing the underlying mathematical structures, geometrical ideas, algorithms and solutions of practical problems. The topics covered include: formulations, the geometry of linear optimization, duality theory, the simplex method, sensitivity analysis, robust optimization, large scale optimization network flows, solving problems with an exponential number of constraints and the ellipsoid method, interior point methods, semidefinite optimization, solving real world problems problems with computer software, discrete optimization formulations and algorithms. |
| 关 键 词: | 单纯形法; 对偶理论和灵敏度分析; 鲁棒优化; 大规模优化; 网络流量; 椭球法; 内点法; 半正定优化; 离散优化 |
| 课程来源: | 麻省理工大学公开课 |
| 最后编审: | 2016-03-12：cmh |
| 阅读次数: | 13 |