2019 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.)
Mon3-4(S422)  Thr3-4(S422)  
Group
-
Course number
MCS.T402
Credits
2
Academic year
2019
Offered quarter
3Q
Syllabus updated
2019/3/18
Lecture notes updated
2019/11/25
Language used
English
Access Index

Lecture

Lecture 1 Convex sets and related results

2019.9.26(Thu.) 3-4Session

Lecture

Lecture 2 Lipschitz continuous differentiable functions

2019.9.30(Mon.) 3-4Session

Lecture

Lecture 3 Minimization algorithms for unconstrained optimization problems

2019.10.3(Thu.) 3-4Session

Lecture

Lecture 4 Optimal conditions for differentiable functions

2019.10.7(Mon.) 3-4Session

Lecture

Lecture 5 Steepest descent method

2019.10.17(Thu.) 3-4Session

Lecture

Lecture 6 The Newton method and conjugate gradient methods

2019.10.21(Mon.) 3-4Session

Lecture

Lecture 7 Quasi-Newton methods

2019.10.24(Thu.) 3-4Session

Lecture

Lecture 8 General assignment to check the comprehension

2019.10.28(Mon.) 3-4Session

Lecture

Lecture 9 Convex functions

2019.10.31(Thu.) 3-4Session

Lecture

Lecture 10 Differentiable Convex functions with Lipschitz continuous gradients

2019.11.4(Mon.) 3-4Session

Lecture

Lecture 11 Worse case analysis for gradient based methods

2019.11.7(Thu.) 3-4Session

Lecture

Lecture 12 Steepest descent method for differentiable convex functions

2019.11.11(Mon.) 3-4Session

Lecture

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

2019.11.14(Thu.) 3-4Session

Lecture

Lecture 14 Optimality of the accelerated gradient method

2019.11.18(Mon.) 3-4Session

Lecture

Lecture 15 Accelerated gradient methods for min-max problems

2019.11.25(Mon.) 3-4Session

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