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15.099 Readings in Optimization (MIT) 15.099 Readings in Optimization (MIT)

Description

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. In the seminar, we will study some very recent papers on this topic, many by MIT faculty, as well as some older papers from the existing literature that are only now receiving attention. 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. In the seminar, we will study some very recent papers on this topic, many by MIT faculty, as well as some older papers from the existing literature that are only now receiving attention.Subjects

deterministic optimization; algorithms; stochastic processes; random number generation; simplex method; nonlinear; convex; complexity analysis; semidefinite programming; heuristic; global optimization; Las Vegas algorithm; randomized algorithm; linear programming; search techniques; hit and run; NP-hard; approximation | deterministic optimization; algorithms; stochastic processes; random number generation; simplex method; nonlinear; convex; complexity analysis; semidefinite programming; heuristic; global optimization; Las Vegas algorithm; randomized algorithm; linear programming; search techniques; hit and run; NP-hard; approximation | deterministic optimization | deterministic optimization | algorithms | algorithms | stochastic processes | stochastic processes | random number generation | random number generation | simplex method | simplex method | nonlinear | nonlinear | convex | convex | complexity analysis | complexity analysis | semidefinite programming | semidefinite programming | heuristic | heuristic | global optimization | global optimization | Las Vegas algorithm | Las Vegas algorithm | randomized algorithm | randomized algorithm | linear programming | linear programming | search techniques | search techniques | hit and run | hit and run | NP-hard | NP-hard | approximation | approximationLicense

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See all metadata6.895 Theory of Parallel Systems (SMA 5509) (MIT) 6.895 Theory of Parallel Systems (SMA 5509) (MIT)

Description

6.895 covers theoretical foundations of general-purpose parallel computing systems, from languages to architecture. The focus is on the algorithmic underpinnings of parallel systems. The topics for the class will vary depending on student interest, but will likely include multithreading, synchronization, race detection, load balancing, memory consistency, routing networks, message-routing algorithms, and VLSI layout theory. The class will emphasize randomized algorithms and probabilistic analysis, including high-probability arguments. This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5509 (Theory of Parallel Systems). 6.895 covers theoretical foundations of general-purpose parallel computing systems, from languages to architecture. The focus is on the algorithmic underpinnings of parallel systems. The topics for the class will vary depending on student interest, but will likely include multithreading, synchronization, race detection, load balancing, memory consistency, routing networks, message-routing algorithms, and VLSI layout theory. The class will emphasize randomized algorithms and probabilistic analysis, including high-probability arguments. This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5509 (Theory of Parallel Systems).Subjects

parallel systems | parallel systems | parallel computing | parallel computing | algorithms | algorithms | multithreading | multithreading | synchronization | synchronization | race detection | race detection | load balancing | load balancing | memory consistency | memory consistency | routing networks | routing networks | message-routing algorithms | message-routing algorithms | VLSI layout theory | VLSI layout theory | randomized algorithms | randomized algorithms | probabilistic analysis | probabilistic analysis | high-probability arguments | high-probability argumentsLicense

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.htmSite sourced from

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See all metadata15.099 Readings in Optimization (MIT)

Description

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. In the seminar, we will study some very recent papers on this topic, many by MIT faculty, as well as some older papers from the existing literature that are only now receiving attention.Subjects

deterministic optimization; algorithms; stochastic processes; random number generation; simplex method; nonlinear; convex; complexity analysis; semidefinite programming; heuristic; global optimization; Las Vegas algorithm; randomized algorithm; linear programming; search techniques; hit and run; NP-hard; approximation | deterministic optimization | algorithms | stochastic processes | random number generation | simplex method | nonlinear | convex | complexity analysis | semidefinite programming | heuristic | global optimization | Las Vegas algorithm | randomized algorithm | linear programming | search techniques | hit and run | NP-hard | approximationLicense

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.htmSite sourced from

https://ocw.mit.edu/rss/all/mit-allcourses.xmlAttribution

Click to get HTML | Click to get attribution | Click to get URLAll metadata

See all metadata6.895 Theory of Parallel Systems (SMA 5509) (MIT)

Description

6.895 covers theoretical foundations of general-purpose parallel computing systems, from languages to architecture. The focus is on the algorithmic underpinnings of parallel systems. The topics for the class will vary depending on student interest, but will likely include multithreading, synchronization, race detection, load balancing, memory consistency, routing networks, message-routing algorithms, and VLSI layout theory. The class will emphasize randomized algorithms and probabilistic analysis, including high-probability arguments. This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5509 (Theory of Parallel Systems).Subjects

parallel systems | parallel computing | algorithms | multithreading | synchronization | race detection | load balancing | memory consistency | routing networks | message-routing algorithms | VLSI layout theory | randomized algorithms | probabilistic analysis | high-probability argumentsLicense

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.htmSite sourced from

https://ocw.mit.edu/rss/all/mit-allcourses.xmlAttribution

Click to get HTML | Click to get attribution | Click to get URLAll metadata

See all metadata