Students in 15.099 read recent journal articles and books in preparation for their weekly class discussions. (Image courtesy of Tommy Johansen, stock.xchng. Used with permission.)
Instructor(s)
Prof. Robert Freund
MIT Course Number
15.099
As Taught In
Fall 2003
Level
Graduate
Course Description
Course Features
Course Highlights
Students lead most of the class sessions in 15.099, using the conference-quality presentations they have created. Course readings revolve around this term's topic, randomized methods for deterministic optimization.
Course 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.