涂仕奎

副教授

所在单位:电子信息与电气工程学院

学科:计算机应用技术(081203)

职称:副教授

电子邮箱:tushikui@sjtu.edu.cn

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线性优化与凸优化

发布时间:2023-07-19

课程介绍:<p>    <span>本</span><span>课</span><span>程是</span>IEEE<span>班和人工智能班</span><span>本科生基</span><span>础</span><span>理</span><span>论课</span><span>。本</span><span>课</span><span>程将介</span><span>绍</span><span>线性规划、</span><span>凸</span><span>优</span><span>化的基</span><span>础</span><span>理</span><span>论</span><span>、算法。</span><span>近年来,随着科学与工程的</span><span>进</span><span>步,凸</span><span>优</span><span>化理</span><span>论</span><span>与方法的研究迅猛</span><span>发</span><span>展,在科学与工程</span><span>计</span><span>算,</span> <span>数据科学,信号和</span><span>图</span><span>像</span><span>处</span><span>理,管理科学等</span><span>诸</span><span>多</span><span>领</span><span>域中得到了广泛</span><span>应</span><span>用。通</span><span>过</span><span>本</span><span>课</span><span>程的学</span><span>习</span><span>,</span><span>一方面,</span><span>掌握凸</span><span>优</span><span>化的基本概念,</span><span>凸</span><span>集和凸函数的定义与判别,线性代数中矩阵分解特别是特征值分解问题,线性规划,</span><span>对</span><span>偶理</span><span>论</span><span>,</span><span>凸</span><span>优</span><span>化的最</span><span>优</span><span>条件等;另一方面,掌握</span><span>典型的优化算法,包括梯度法和线搜索法,牛顿算法,还包括</span><span>典型的几</span><span>类</span><span>凸</span><span>优</span><span>化</span><span>问题</span><span>的判</span><span>别</span><span>及其</span><span>计</span><span>算方法</span><span>,并</span><span>熟悉相关</span><span>计算软件</span><span>。</span><span>课</span><span>程教学的目</span><span>标</span><span>是</span><span>让</span><span>学生懂得凸</span><span>优</span><span>化的基本概念,从而建立把</span><span>实际问题转</span><span>化</span><span>为</span><span>或近似</span><span>为</span><span>凸</span><span>优</span><span>化</span><span>问题的能力,为日后的科学研究与工业应用打下坚实的基础。</span></p>

考试形式:笔试

开课学年:2023-2024

开课学期:秋学期

课程号:(2023-2024-1)-CS2601-01

学分:3.0

课程类型:本科生课程

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课时:48.0

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