最优化基础

Optimization theory is the core tool for solving large-scale problems.This course will introduce the basis of optimization theory, covering convexanalysis, linear optimization, general convex optimization, dual theory,combinatorial optimization, dynamic programming and basic optimizationalgorithms. This course aims to provide students with the training to identifyvarious types of optimization problems that arise in business and engineeringapplications, introduce basic theoretical knowledge, and focus on modelingaspects and results that are useful in applications. In addition to teachingthe theoretical foundations, this course will also introduce the application ofoptimization theory in different fields, including statistics, machinelearning, operations management, and economics.