数理最適化特論／mathematical optimization

• 2018年度 秋学期 水曜 4時限（15:15〜16:45）
• 市ヶ谷キャンパス 本館 102号講義室
• 登録コードMSIS7210

1st lecture (Oct. 3)

• Guidance
• What is mathematical optimization?
  • Excel solver example
  • Python (PuLP) example
  • NEOS Solvers

10月10日は休講です．

代わりのレポート課題をいつか出します．

2nd lecture (Oct. 17)

• Linear optimization and simplex method (filled in version)

3rd lecture (Oct. 24)

• Linear optimization and dual (filled in version)

4th lecture (Oct. 31)

• Integer optimization

5th lecture (Nov. 7)

• NP-completeness

6th lecture (Nov. 14)

• Branch and bound

7th lecture (Nov. 21)

• Totally unimodular matrix and minimum cost flow

8th lecture (Nov. 28)

• Maximum flow and minimum cut

9th lecture (Dec. 5)

• Dynamic Programming

10th lecture (Dec. 12)

• Greedy algorithm

11th lecture (Dec. 19)

• Approximation algorithm

12th lecture (Jan. 9)

• Second-Order Cone Optimization and Robust Optimization

13th lecture (Jan. 16)

• Support Vector Machine

14th lecture

• Blackbox optimization

15th lecture

• Final assignment