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
Computational Complexity in Mechanism Design - Jing Chen
Jing Chen Massachusetts Institute of Technology; Member, School of Mathematics November 27, 2012 Some important mechanisms considered in game theory require solving optimization problems that are computationally hard. Solving these problems approximately may not help, as it may change the
From playlist Mathematics
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
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
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
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
Using Multipliers to Solve a System of Equations Using Elimination
👉Learn how to solve a system (of equations) by elimination. A system of equations is a set of equations which are collectively satisfied by one solution of the variables. The elimination method of solving a system of equations involves making the coefficient of one of the variables to be e
From playlist Solve a System of Equations Using Elimination | Hard
Numerical Optimization Algorithms: Gradient Descent
In this video we discuss a general framework for numerical optimization algorithms. We will see that this involves choosing a direction and step size at each step of the algorithm. In this video, we investigate how to choose a direction using the gradient descent method. Future videos d
From playlist Optimization
Hardness of Randomized Truthful Mechanisms for Combinatorial Auctions - Jan Vondrak
Jan Vondrak IBM Almaden March 26, 2012 The problem of combinatorial auctions is one of the basic questions in algorithmic mechanism design: how can we allocate/sell m items to n agents with private valuations of different combinations of items, so that the agents are motivated to reveal th
From playlist Mathematics
Machine Learning for Fluid Mechanics
@eigensteve on Twitter This video gives an overview of how Machine Learning is being used in Fluid Mechanics. In fact, fluid mechanics is one of the original "big data" sciences, and many advances in ML came out of fluids. Read the paper: https://www.annualreviews.org/doi/abs/10.1146/an
From playlist Data-Driven Science and Engineering
Monte Carlo methods and Optimization: Intertwinings (Lecture 1) by Gersende Fort
PROGRAM : ADVANCES IN APPLIED PROBABILITY ORGANIZERS : Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah and Piyush Srivastava DATE & TIME : 05 August 2019 to 17 August 2019 VENUE : Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in r
From playlist Advances in Applied Probability 2019
Privacy-Aware Compression for Federated Learning
A Google TechTalk, presented by Kamalika Chaudhuri, 2022/11/10. Presented at the 2022 Workshop on Federated Learning and Analytics. About the speaker: Kamalika Chaudhuri is a professor in the Computer Science and Engineering department at UC San Diego, and a research scientist at Meta AI.
From playlist 2022 Workshop on Federated Learning and Analytics
Physics of functional networks - Henrik Ronellenfitsch
Workshop on Topology: Identifying Order in Complex Systems Topic: Physics of functional networks Speaker: Henrik Ronellenfitsch Affiliation: Williams College Date: March 19, 2021 For more video please visit http://video.ias.edu
From playlist Mathematics
Solve a System of Equations Using Elimination with Fractions
👉Learn how to solve a system (of equations) by elimination. A system of equations is a set of equations which are collectively satisfied by one solution of the variables. The elimination method of solving a system of equations involves making the coefficient of one of the variables to be e
From playlist Solve a System of Equations Using Elimination | Hard
Elias Koutsoupias: Game Theory 2/2 🎲 CERN
This lecture series will present the main directions of Algorithmic Game Theory, a new field that has emerged in the last two decades at the interface of Game Theory and Computer Science, because of the unprecedented growth in size, complexity, and impact of the Internet and the Web. These
From playlist CERN Academic Lectures
Optimization-Friendly Generic Mechanisms Without Money - Mark Braverman
Computer Science/Discrete Mathematics Seminar I Topic: Optimization-Friendly Generic Mechanisms Without Money Speaker: Mark Braverman Affiliation: Princeton University Date: December 12, 2022 Our goal is to develop a generic framework for converting modern gradient-descent based optimiz
From playlist Mathematics
Breaking the Communication-Privacy-Accuracy Trilemma
A Google TechTalk, 2020/7/29, presented by Ayfer Ozgur Aydin, Stanford University ABSTRACT: Two major challenges in distributed learning and estimation are 1) preserving the privacy of the local samples; and 2) communicating them efficiently to a central server, while achieving high accura
From playlist 2020 Google Workshop on Federated Learning and Analytics
“Data-Driven Pricing” – Prof. Omar Besbes
Pricing is central to many industries and academic disciplines ranging from Operations Research to Economics and Computer Science. At the heart of pricing lies a fundamental informational dimension regarding the level of knowledge about customers' values. In practice, the latter comes from
From playlist Thematic Program on Stochastic Modeling: A Focus on Pricing & Revenue Management
Overview and Recent Results in Combinatorial Auctions - Matt Weinberg
Computer Science/Discrete Mathematics Seminar II Topic: Overview and Recent Results in Combinatorial Auctions Speaker: Matt Weinberg Affiliation: Princeton University Date: February 7, 2023 In this talk, I'll first give a broad overview of the history of combinatorial auctions within TCS
From playlist Mathematics
Lecture: Unconstrained Optimization (Derivative-Free Methods)
We introduce some of the basic techniques of optimization that do not require derivative information from the function being optimized, including golden section search and successive parabolic interpolation.
From playlist Beginning Scientific Computing