15.099 | Fall 2003 | Graduate
Readings in Optimization
Course Description
In keeping with the tradition of the last twenty-some years, the Readings in Optimization seminar will focus on an advanced topic of interest to a portion of the MIT optimization community: randomized methods for deterministic optimization. In contrast to conventional optimization algorithms whose iterates are computed …
In keeping with the tradition of the last twenty-some years, the Readings in Optimization seminar will focus on an advanced topic of interest to a portion of the MIT optimization community: randomized methods for deterministic optimization. In contrast to conventional optimization algorithms whose iterates are computed and analyzed deterministically, randomized methods rely on stochastic processes and random number/vector generation as part of the algorithm and/or its analysis. In the seminar, we will study some very recent papers on this topic, many by MIT faculty, as well as some older papers from the existing literature that are only now receiving attention.
Learning Resource Types
notes Lecture Notes
assignment_turned_in Presentation Assignments with Examples
A pair of glasses sitting on an open book.
Students in 15.099 read recent journal articles and books in preparation for their weekly class discussions. (Image courtesy of Tommy Johansen, stock.xchng. Used with permission.)