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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 2012.03.15 LP =>
Linear programming 2012.03.22 LP =>
2012.03.22 SVM
Non-linear optimization 2012.03.29 NP =>
Quadratic programming 2012.04.05 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.
2012/no.txt · Last modified: 2023/08/19 21:02 (external edit)