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.