Readings in Optimization
15.099 · Sloan School of Management · Graduate · Fall 2003
Prof. Robert Freund
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, …
The syllabus, on MIT OpenCourseWare
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Attribution
Prof. Robert Freund. 15.099 Readings in Optimization. Fall 2003. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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