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File: Numerical Optimization Pdf 85856 | Optimization
mathematical modeling lia vas optimization numerical optimization linear programming problems asking for a set of optimal conditions maxima or minima in relation to a certain situation appear very often in ...

icon picture PDF Filetype PDF | Posted on 14 Sep 2022 | 3 years ago

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                15-780 – Numerical Optimization
                                  J. Zico Kolter
                                January 29, 2014
                                                                             1
                                 Overview
       • Introduction to mathematical programming problems
       • Applications
       • Classification of optimization problems
       • (Linear algebra review)
       • Convex optimization problems
       • Nonconvex optimization problems
       • Solving optimization problems
                                                                           2
                                 Overview
       • Introduction to mathematical programming problems
       • Applications
       • Classification of optimization problems
       • (Linear algebra review)
       • Convex optimization problems
       • Nonconvex optimization problems
       • Solving optimization problems
                                                                           2
          Introduction to mathematical optimization
       • Casting AI problems as optimization / mathematical
         programming problems has been one of the primary trends of
         the last 15 years
       • A topic not highlighted in textbook (see website for additional
         readings)
       • A seemingly remarkable fact:
                                  Search problems   Mathematical programs
               Variable type          Discrete            Continuous
           #of possible solutions      Finite              Infinite
           “Difficulty” of solving     Exponential      Polynomial (often)
                                                                            3
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...Mathematical modeling lia vas optimization numerical linear programming problems asking for a set of optimal conditions maxima or minima in relation to certain situation appear very often this case model is created nd these wedistinguish two types i unconstrained where needs be without any additional constraints on the variables ii constrained subject an problem single variable can solved using methods calculus find rst derivative solve zeros critical points either second if it positive at point then there minimum negative maximum use sign determine which are and function recall following values z f x y partial derivatives all b both zero such called determinant d xx xy yx yy local c not saddle steps listed below might helpful sketch diagram possible select represent independent quantity maximized minimized write down equation objective equa tion s that relates constraint one substitute plug those into smallest value largest interpret solution contains found simple example open top box...

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Posted on: 14 Sep 2022 | 3 years ago
Tag: download pdf, optimization,
Filetype: PDF
File size: 0.12 MB
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