2020 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    (ZOOM)
Media-enhanced courses
Day/Period(Room No.)
Mon3-4(W834)  Thr3-4(W834)  
Group
-
Course number
MCS.T402
Credits
2
Academic year
2020
Offered quarter
2Q
Syllabus updated
2020/9/18
Lecture notes updated
2020/8/8
Language used
English
Access Index

Lecture

Lecture 1 Convex sets and related results

2020.6.22(Mon.) 3-4Session

Lecture

Lecture 2 Lipschitz continuous differentiable functions

2020.6.25(Thu.) 3-4Session

Lecture

Lecture 3 Minimization algorithms for unconstrained optimization problems

2020.6.29(Mon.) 3-4Session

Lecture

Lecture 4 Optimal conditions for differentiable functions

2020.7.2(Thu.) 3-4Session

Lecture

Lecture 5 Steepest descent method

2020.7.6(Mon.) 3-4Session

Lecture

Lecture 6 The Newton method and conjugate gradient methods

2020.7.9(Thu.) 3-4Session

Lecture

Lecture 7 Quasi-Newton methods

2020.7.13(Mon.) 3-4Session

Lecture

Lecture 8 Convex functions

2020.7.16(Thu.) 3-4Session

Lecture

Lecture 9 Differentiable convex functions with Lipschitz continuous gradients

2020.7.20(Mon.) 3-4Session

Lecture

Lecture 10 Worse case analysis for gradient based methods

2020.7.23(Thu.) 3-4Session

Lecture

Lecture 11 Steepest descent method for differentiable convex functions

2020.7.27(Mon.) 3-4Session

Lecture

Lecture 12 Estimate sequence in accelerated gradient methods for differentiable convex functions

2020.7.30(Thu.) 3-4Session

Lecture

Lecture 13 Optimality of the accelerated gradient method

2020.8.3(Mon.) 3-4Session

Lecture

Lecture 14 Accelerated gradient methods for min-max problems

2020.8.6(Thu.) 3-4Session

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