一、课程基本信息
课程代码:102193
课程名称: 最优化方法(双语)
英文名称:Optimization methods
课程类别:专业课
学 时:48
学 分:3
适用对象: 大二、大三学生
考核方式:考试
先修课程:概率论,数理统计,线性代数
Course Code: 102193
Course Title: Optimization Methods (Bilingual)
English name: Optimization methods
Course Category: Professional Course
Hours: 48
Credits: 3
Applicable object: Sophomore and junior students
Assessment method: exam
Prerequisites: Probability Theory, Mathematical Statistics, Linear Algebra
二、课程简介
本课程介绍与优化问题相关的线性规划,非线性规划等各种算法,包括:单纯形法,最速下降法,牛顿法,拟牛顿法,共轭梯度法,以及线性规划的约束条件等内容。
This course will introduce linear programming methods, nonlinear programming methods, including: simplex method, steepest descent method,Newton’s method, quasi Newton method,conjugate Gradient method etc., which are highly related with optimization problems in practice. Theoretical analysis about optimization conditions will also be investigated in this course.