2016 Mathematical Optimization: Theory and Algorithms

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Academic unit or major
Graduate major in Mathematical and Computing Science
Instructor(s)
Fukuda Mituhiro  Yamashita Makoto 
Class Format
Lecture     
Media-enhanced courses
Day/Period(Room No.)
Tue5-6(W331)  Fri5-6(W331)  
Group
-
Course number
MCS.T402
Credits
2
Academic year
2016
Offered quarter
3Q
Syllabus updated
2016/4/27
Lecture notes updated
2016/11/18
Language used
English
Access Index

Lecture

Lecture 1 Convex sets and related results

2016.9.23(Fri.) 5-6Session

Lecture

Lecture 2 Lipschitz continuous differentiable functions

2016.9.30(Fri.) 5-6Session

Lecture

Lecture 3 Optimal conditions for differentiable functions

2016.10.4(Tue.) 5-6Session

Lecture

Lecture 4 Minimization algorithms for unconstrained optimization problems

2016.10.11(Tue.) 5-6Session

Lecture

Lecture 5 Steepest descent method and Newton method

2016.10.14(Fri.) 5-6Session

Lecture

Lecture 6 Conjugate gradient methods, quasi-Newton methods

2016.10.18(Tue.) 5-6Session

Lecture

Lecture 7 Convex differentiable function

2016.10.21(Fri.) 5-6Session

Lecture

Lecture 8 General assignment to check the comprehension

2016.10.25(Tue.) 5-6Session

Lecture

Lecture 9 Differentiable Convex functions with Lipschitz continuous gradients

2016.10.28(Fri.) 5-6Session

Lecture

Lecture 10 Differentiable Strongly Convex Functions

2016.11.1(Tue.) 5-6Session

Lecture

Lecture 11 Worse case analysis for gradient based methods

2016.11.4(Fri.) 5-6Session

Lecture

Lecture 12 Steepest descent method for differentiable convex functions

2016.11.8(Tue.) 5-6Session

Lecture

Lecture 13 Estimate sequence in accelerated gradient methods for differentiable convex functions

2016.11.11(Fri.) 5-6Session

Lecture

Lecture 14 Accelerated gradient method for differentiable convex functions

2016.11.15(Tue.) 5-6Session

Lecture

Lecture 15 Accelerated gradient methods for min-max problems

2016.11.22(Tue.) 5-6Session

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