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6.253 Convex Analysis and Optimization (MIT) 6.253 Convex Analysis and Optimization (MIT)

Description

6.253 develops the core analytical issues of continuous optimization, duality, and saddle point theory, using a handful of unifying principles that can be easily visualized and readily understood. The mathematical theory of convex sets and functions is discussed in detail, and is the basis for an intuitive, highly visual, geometrical approach to the subject. 6.253 develops the core analytical issues of continuous optimization, duality, and saddle point theory, using a handful of unifying principles that can be easily visualized and readily understood. The mathematical theory of convex sets and functions is discussed in detail, and is the basis for an intuitive, highly visual, geometrical approach to the subject.

Subjects

affine hulls | affine hulls | recession cones | recession cones | global minima | global minima | local minima | local minima | optimal solutions | optimal solutions | hyper planes | hyper planes | minimax theory | minimax theory | polyhedral convexity | polyhedral convexity | polyhedral cones | polyhedral cones | polyhedral sets | polyhedral sets | convex analysis | convex analysis | optimization | optimization | convexity | convexity | Lagrange multipliers | Lagrange multipliers | duality | duality | continuous optimization | continuous optimization | saddle point theory | saddle point theory | linear algebra | linear algebra | real analysis | real analysis | convex sets | convex sets | convex functions | convex functions | extreme points | extreme points | subgradients | subgradients | constrained optimization | constrained optimization | directional derivatives | directional derivatives | subdifferentials | subdifferentials | conical approximations | conical approximations | Fritz John optimality | Fritz John optimality | Exact penalty functions | Exact penalty functions | conjugate duality | conjugate duality | conjugate functions | conjugate functions | Fenchel duality | Fenchel duality | exact penalty functions | exact penalty functions | dual computational methods | dual computational methods

License

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see http://ocw.mit.edu/terms/index.htm

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6.253 Convex Analysis and Optimization (MIT)

Description

6.253 develops the core analytical issues of continuous optimization, duality, and saddle point theory, using a handful of unifying principles that can be easily visualized and readily understood. The mathematical theory of convex sets and functions is discussed in detail, and is the basis for an intuitive, highly visual, geometrical approach to the subject.

Subjects

affine hulls | recession cones | global minima | local minima | optimal solutions | hyper planes | minimax theory | polyhedral convexity | polyhedral cones | polyhedral sets | convex analysis | optimization | convexity | Lagrange multipliers | duality | continuous optimization | saddle point theory | linear algebra | real analysis | convex sets | convex functions | extreme points | subgradients | constrained optimization | directional derivatives | subdifferentials | conical approximations | Fritz John optimality | Exact penalty functions | conjugate duality | conjugate functions | Fenchel duality | exact penalty functions | dual computational methods

License

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see https://ocw.mit.edu/terms/index.htm

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DeSTRESS Film 9: Decision Analysis: Uncertainty and Climate Change

Description

DeSTRESS films combine live-action explanation and interviews, filmed in a variety of locations, with narrated animations that take the viewer through a worked example. Lasting 25'36", this film uses the question of a policy response to climate change as an example of decision making using a regret matrix. It also illustrates Present Value calculations.

Subjects

statistics | geography | glaciers | minimax | discounting | maximax | maximin | Social studies | L000

License

Attribution-Noncommercial-Share Alike 2.0 UK: England & Wales Attribution-Noncommercial-Share Alike 2.0 UK: England & Wales http://creativecommons.org/licenses/by-nc-sa/2.0/uk/ http://creativecommons.org/licenses/by-nc-sa/2.0/uk/

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