Mathematical optimization | Operations research

Mathematical optimization

Mathematical optimization (alternatively spelled optimisation) or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems of sorts arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, optimization includes finding "best available" values of some objective function given a defined domain (or input), including a variety of different types of objective functions and different types of domains. (Wikipedia).

Mathematical optimization
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What Is Mathematical Optimization?

A gentle and visual introduction to the topic of Convex Optimization. (1/3) This video is the first of a series of three. The plan is as follows: Part 1: What is (Mathematical) Optimization? (https://youtu.be/AM6BY4btj-M) Part 2: Convexity and the Principle of (Lagrangian) Duality (

From playlist Convex Optimization

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Introduction to Optimization

A very basic overview of optimization, why it's important, the role of modeling, and the basic anatomy of an optimization project.

From playlist Optimization

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Calculus: Optimization Problems

In this video, I discuss optimization problems. I give an outline for how to approach these kinds of problems and worth through a couple of examples.

From playlist Calculus

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[Calculus] Optimization 1 || Lecture 34

Visit my website: http://bit.ly/1zBPlvm Subscribe on YouTube: http://bit.ly/1vWiRxW Hello, welcome to TheTrevTutor. I'm here to help you learn your college courses in an easy, efficient manner. If you like what you see, feel free to subscribe and follow me for updates. If you have any que

From playlist Calculus 1

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[Calculus] Optimization 2 || Lecture 35

Visit my website: http://bit.ly/1zBPlvm Subscribe on YouTube: http://bit.ly/1vWiRxW Hello, welcome to TheTrevTutor. I'm here to help you learn your college courses in an easy, efficient manner. If you like what you see, feel free to subscribe and follow me for updates. If you have any que

From playlist Calculus 1

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13_2 Optimization with Constraints

Here we use optimization with constraints put on a function whose minima or maxima we are seeking. This has practical value as can be seen by the examples used.

From playlist Advanced Calculus / Multivariable Calculus

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Optimization Problems in Calculus

What good is calculus anyway, what does it have to do with the real world?! Well, a lot, actually. Optimization is a perfect example! If you want to figure out how to maximize your profits or minimize your costs, or if you want to maximize an area or minimize a distance, you are finding th

From playlist Calculus

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What in the world is a linear program?

What is a linear program and why do we care? Today I’m going to introduce you to the exciting world of optimization, which is the mathematical field of maximizing or minimizing an objective function subject to constraints. The most fundamental topic in optimization is linear programming,

From playlist Summer of Math Exposition 2 videos

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Lecture 19 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives the final lecture on convex optimization for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in

From playlist Lecture Collection | Convex Optimization

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Ivan Guo: Financial models of the future

Dr Ivan Guo's research lies predominantly in the areas of stochastic control and financial mathematics. In this interview, he reflects on his SMRI visit and explains the models behind financial mathematics. Find out how transport theory applies to quantitative finance (as well as logisti

From playlist SMRI Interviews

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Design Optimization: What's Behind It?

Sarah Drewes and Christoph Hahn of MathWorks set up an optimization task for a suspension assembly in Simulink Design Optimization™. They look at the mathematics involved and share best practices to obtain optimal results in an efficient manner. The underlying models are available on MATLA

From playlist MATLAB and Simulink Basics: MATLAB and Simulink Racing Lounge

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Machine Learning and Optimization - Deep Random Talks - Episode 17

Notes and resources: https://ai.science/l/1e48391b-1438-4a25-a4a6-37009edaaaaa@/assets -Join our ML slack community: https://join.slack.com/t/aisc-to/shared_invite/zt-f5zq5l35-PSIJTFk4v60FML177PgsPg -Visit our website: https://ai.science -Book a 20-min AMA with Amir: https://calendly.

From playlist Deep Random Talks - Season 1

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Dynamical, symplectic and stochastic perspectives on optimization – Michael Jordan – ICM2018

Plenary Lecture 20 Dynamical, symplectic and stochastic perspectives on gradient-based optimization Michael Jordan Abstract: Our topic is the relationship between dynamical systems and optimization. This is a venerable, vast area in mathematics, counting among its many historical threads

From playlist Plenary Lectures

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Chao Gao: Statistical Optimality and Algorithms for Top-K Ranking - Lecture 1

CIRM VIRTUAL CONFERENCE The second presentation will be focused on total ranking. The problem is to find a permutation vector to rank the entire set of players. We will show that the minimax rate of the problem with respect to the Kendall’s tau loss exhibits a transition between an expon

From playlist Virtual Conference

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Jean-Bernard Lasserre: The moment-LP and moment-SOS approaches

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Control Theory and Optimization

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Introduction to Optimization

In this video we introduce the concept of mathematical optimization. We will explore the general concept of optimization, discuss nomenclature, and investigate several detailed examples. Topics and timestamps: 0:00 – Introduction 1:12 – Example01: Dog Getting Food 5:18 – Cost/Objective

From playlist Optimization

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Maths, movement and optimum (...) - Mark King - Mathematics and mouvement in sport - 13/03/18

Welcome + Maths, movement and optimum performance in sport - Mark King Around the Mathematical Week "Mathematics and movement", half a day is dedicated to mathematical issues related to movements in sports. It will take place on Tuesday, March 13th from 9am to 12pm at Institut Henri Poinc

From playlist Mathematics and mouvement in sport - 13/03/2018

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Lecture 1 | Convex Optimization I (Stanford)

Professor Stephen Boyd, of the Stanford University Electrical Engineering department, gives the introductory lecture for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in engineering. Con

From playlist Lecture Collection | Convex Optimization

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Jesús de Loera: "Variations of Carathéodory theorem for Integer Optimization"

Latinx in the Mathematical Sciences Conference 2018 "Variations of Carathéodory theorem for Integer Optimization" Jesús de Loera, University of California, Davis ABSTRACT: Geometry has been an important pillar of the theory of optimization algorithms (e.g., think of Ellipsoid method). My

From playlist Latinx in the Mathematical Sciences 2018

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