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6.251j数学规划导论(麻省理工)

6.251J Introduction to Mathematical Programming (MIT)
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:
本课程介绍线性优化及其扩展,强调基础数学结构,几何思想,算法和实际问题的解决方案。涵盖的主题包括:公式,线性优化的几何,对偶理论,单纯形法,灵敏度分析,鲁棒优化,大规模优化网络流,解决指数约束问题和椭球法,内点法,半定理优化,利用计算机软件解决现实问题,离散优化公式和算法。
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: 线性优化和扩展; 数学结构; 几何概念; 算法; 实际问题的解决方案
课程来源: MIT Course
最后编审: 2015-08-29:sjb
阅读次数: 72