2018 Mathematical Optimization

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Academic unit or major
Undergraduate major in Mathematical and Computing Science
Instructor(s)
Yamashita Makoto  Fukuda Mituhiro  Obuchi Tomoyuki 
Class Format
Lecture / Exercise     
Media-enhanced courses
Day/Period(Room No.)
Mon3-4(W834)  Mon7-8(W834)  Thr3-4(W834)  
Group
-
Course number
MCS.T302
Credits
3
Academic year
2018
Offered quarter
1Q
Syllabus updated
2018/3/20
Lecture notes updated
2018/3/24
Language used
Japanese
Access Index

Lecture

Lecture 1 Overview of mathematical optimization, Linear programming

2018.4.5(Thu.) 3-4Session

Lecture

Lecture 2 Simplex method

2018.4.9(Mon.) 3-4Session

Exercise

Lecture 3 Exercise: Linear programming and Simplex method

2018.4.9(Mon.) 7-8Session

Lecture

Lecture 4 Bland's rule, Two-phase simplex method

2018.4.12(Thu.) 3-4Session

Lecture

Lecture 5 Dual problem, Duality theorem

2018.4.16(Mon.) 3-4Session

Exercise

Lecture 6 Exercise: Two-phase simplex method and Duality theorem

2018.4.16(Mon.) 7-8Session

Lecture

Lecture 7 Complementary slackness theorem, Simplex method in matrix form

2018.4.19(Thu.) 3-4Session

Lecture

Lecture 8 Sensitive analysis, Shortest path

2018.4.23(Mon.) 3-4Session

Exercise

Lecture 9 Exercise: Simplex method in matrix form and Shortest path

2018.4.23(Mon.) 7-8Session

Midterm Examination

Lecture 10 Exercise problems to evaluate achievements and review the first part of the course

2018.4.26(Thu.) 3-4Session

Lecture

Lecture 11 Maximum flow problem

2018.5.7(Mon.) 3-4Session

Exercise

Lecture 12 Exercise: Maximum flow problem

2018.5.7(Mon.) 7-8Session

Lecture

Lecture 13 Nonlinear optimization, Convex set, Convex function

2018.5.10(Thu.) 3-4Session

Lecture

Lecture 14 Optimality conditions

2018.5.14(Mon.) 3-4Session

Exercise

Lecture 15 Exercise: Convexity

2018.5.14(Mon.) 7-8Session

Lecture

Lecture 16 Steepest decent method

2018.5.17(Thu.) 3-4Session

Lecture

Lecture 17 Lagrange function, Duality theorem

2018.5.21(Mon.) 3-4Session

Exercise

Lecture 18 Exercise: Steepest descent method, Lagrange function, Duality theorem

2018.5.21(Mon.) 7-8Session

Lecture

Lecture 19 Successive quadratic method

2018.5.24(Thu.) 3-4Session

Lecture

Lecture 20 Interior-point method

2018.5.28(Mon.) 3-4Session

Exercise

Lecture 21 Exercise: Successive quadratic method and Interior-point method

2018.5.28(Mon.) 7-8Session

End of Term Examination

Lecture 22 Final Examination

2018.5.31(Thu.) 3-4Session

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