2017 Numerical Optimization

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Academic unit or major
Graduate major in Industrial Engineering and Economics
Instructor(s)
Mizuno Shinji  Nakata Kazuhide 
Course component(s)
Lecture
Mode of instruction
 
Day/Period(Room No.)
Tue5-6(西9号館, 414号室)  Fri5-6(西9号館, 414号室)  
Group
-
Course number
IEE.A430
Credits
2
Academic year
2017
Offered quarter
3Q
Syllabus updated
2017/3/17
Lecture notes updated
2017/9/25
Language used
Japanese
Access Index

Lecture

Lecture 1 Linear programming

2017.9.26(Tue.) 5-6Session

Lecture

Lecture 2 Primal interior-point method (affine scaling algorithm)

2017.9.29(Fri.) 5-6Session

Lecture

Lecture 3 Primal interior-point method (Karmarkar's algorithm)

2017.10.3(Tue.) 5-6Session

Lecture

Lecture 4 Analytic center and center path

2017.10.10(Tue.) 5-6Session

Lecture

Lecture 5 Exercises

2017.10.13(Fri.) 5-6Session

Lecture

Lecture 6 Primal-dual interior-point method (affine scaling algorithm)

2017.10.17(Tue.) 5-6Session

Lecture

Lecture 7 Primal-dual interior-point method (path following mathed)

2017.10.20(Fri.) 5-6Session

Lecture

Lecture 8 Infeasible interior-point method

2017.10.24(Tue.) 5-6Session

Lecture

Lecture 9 Euclidean Jordan algebra

2017.10.27(Fri.) 5-6Session

Lecture

Lecture 10 Properties of Euclidean Jordan algebra

2017.10.31(Tue.) 5-6Session

Lecture

Lecture 11 Symmetric cone

2017.11.3(Fri.) 5-6Session

Lecture

Lecture 12 Symmetric cone programming

2017.11.7(Tue.) 5-6Session

Lecture

Lecture 13 Duality theorem and optimal condition

2017.11.10(Fri.) 5-6Session

Lecture

Lecture 14 Primal-dual interior-point method

2017.11.14(Tue.) 5-6Session

Lecture

Lecture 15 Efficient computation

2017.11.17(Fri.) 5-6Session

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