===== A short course on Optimization ===== Optimization methods, both linear and non-linear ones, are important mathematical techniques for computer science. This one month short course is designed to give first year Ph.D. students a thorough grounding in the methodologies, technologies, mathematics and algorithms currently needed by people who are doing research related to linear and non-linear optimization. The topics of the course draw mainly from linear programming, quadratic programming and nonlinear optimization.\\ Students entering the class should have a pre-existing working knowledge of fundamental mathematics and algorithms, though the class has been designed to allow students with a strong numerate background to catch up and fully participate. ===== Schedule ===== ^ Topic ^ Date ^ Slides ^ note ^ | Linear programming | 2011.05.26 | {{:2011:or-2011-1.pdf|LP}} | [[keynote:2011-lesson13|=>]] | | Linear programming | 2011.06.02 | {{:2011:or-2011-2.pdf|LP}} | [[keynote:2011-lesson14|=>]] | | | 2011.06.02 | {{:svm_cjlin_dm.pdf|SVM}} | | | Non-linear optimization | 2011.06.09 | {{:2011:or-2011-3.pdf|NP}} | [[keynote:2011-lesson15|=>]] | | Quadratic programming | 2011.06.16 | {{:2011:or-2011-4.pdf|QP}} | [[keynote:2011-lesson16|=>]] | ===== Text books ===== - 袁亚湘,孙文瑜. 最优化理论与方法,科学出版社. - 张建中,许绍吉. 线性规划. 科学出版社. - 黄红选,韩继业. 数学规划. 清华大学出版社.