Open Course Space

Readings in Optimization

Massachusetts Institute of TechnologyUnited States15.099
Free, no sign-up neededFall 2003English
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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.

Description from MIT OpenCourseWare.

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