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assignment 等级:入门
chat_bubble_outline 语言 : 英语
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timer 总共35个小时

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This course will cover the very basic ideas in optimization. Topics include the basic theory and algorithms behind linear and integer linear programming along with some of the important applications. We will also explore the theory of convex polyhedra using linear programming.

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课程大纲

Introductory Material 

  • Introduction to Linear Programming.
Week #1: 
  • The Diet Problem.
  • Linear Programming Formulations.
  • Tutorials on using GLPK (AMPL), Matlab, CVX and Microsft Excel.
  • The Simplex Algorithm (basics).
Week #2: 
  • Handling unbounded problems
  • Degeneracy
  • Geometry of Simplex
  • Initializing Simplex.
  • Cycling and the Use of Bland's rule.
Week #3:
  • Duality: dual variables and dual linear program.
  • Strong duality theorem.
  • Complementary Slackness. 
  • KKT conditions for Linear Programs.
  • Understanding the dual problem: shadow costs.
  • Extra: The revised simplex method.
Week #4: 
  • Advanced LP formulations: norm optimization.
  • Least squares, and quadratic programming.
  • Applications #1: Signal reconstruction and De-noising.
  • Applications #2: Regression.
Week #5: 
  • Integer Linear Programming.
  • Integer vs. Real-valued variables.
  • NP-completeness: basic introduction.
  • Reductions from Combinatorial Problems (SAT, TSP and Vertex Cover).
  • Approximation Algorithms: Introduction.
Week #6:
  • Branch and Bound Method
  • Cutting Plane Method
Week #7:
  • Applications: solving puzzles (Sudoku), reasoning about systems and other applications.
  • Classification and Machine Learning
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教师

  • Shalom Ruben - Mechanical Engineering
  • Sriram Sankaranarayanan - Department of Computer Science
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内容设计师

University of Colorado Boulder
CU-Boulder is a dynamic community of scholars and learners on one of the most spectacular college campuses in the country. As one of 34 U.S. public institutions in the prestigious Association of American Universities (AAU), we have a proud tradition of academic excellence, with five Nobel laureates and more than 50 members of prestigious academic academies.
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平台

Coursera

Coursera是一家数字公司,提供由位于加利福尼亚州山景城的计算机教师Andrew Ng和达芙妮科勒斯坦福大学创建的大型开放式在线课程。

Coursera与顶尖大学和组织合作,在线提供一些课程,并提供许多科目的课程,包括:物理,工程,人文,医学,生物学,社会科学,数学,商业,计算机科学,数字营销,数据科学 和其他科目。

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