Course Introduction:本课程主要介绍最优化问题的主要方法。包括最优化问题模型、凸集、凸函数等基本理论基础,线性规划,最优性条件、一维搜索,无约束优化的最速下降法、牛顿法、共轭梯度法、拟牛顿法,约束优化的可行方向法、罚函数法等方法。;-------------------------教材及参考书目1. E. K.P. Chong and S. Zak, An Introduction to Optimization, 4th Edition, Wiley. 2. D. Luenberger and Y. Ye. Linear and nonlinear programing. Springer. 3. Stephen Nash, Ariela Sofer, Linear and Nonlinear Programming4. D. Bertsekas. Nonlinear programming-------------------------
School Year:2022-2023
Semester:Spring Term
Course number:MATH6015-M01
Credits:3.0
Course Type:Undergraduate Course
Top-Quality Courses or Not:no
Maximum Number of Students:10
Required Class Hours:48.0
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