User Tools

Site Tools


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.


Topic Date Slides note
Linear programming 2011.05.26 LP =>
Linear programming 2011.06.02 LP =>
2011.06.02 SVM
Non-linear optimization 2011.06.09 NP =>
Quadratic programming 2011.06.16 QP =>

Text books

  1. 袁亚湘,孙文瑜. 最优化理论与方法,科学出版社.
  2. 张建中,许绍吉. 线性规划. 科学出版社.
  3. 黄红选,韩继业. 数学规划. 清华大学出版社.
2011/no.txt · Last modified: 2021/04/13 21:35 (external edit)