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全部话题 - 话题: optimization
1 2 3 4 5 6 7 8 9 10 下页 末页 (共10页)
f*******c
发帖数: 56
1
Please contact Professor Wang directly if you are an statistical expert in
the fields mentioned below.
************************************************************************
Dear Colleague,
I would like to cordially invite you to consider contributing your expertise
to a forthcoming book entitled Encyclopedia of Business Analytics and
Optimization. As Editor, I am actively searching for quality material that
would be of interest to our audience. This is a wonderful opportunity since
contribut... 阅读全帖
c*y
发帖数: 137
2
For some reason, my earlier post was deleted from this board, so I am
posting it again. We have received some strong resumes and will be
conducting phone interviews from next week. If you have strong background in
optimization theories, please submit your resume to c_yy@
hotmail.com or apply through the following URL:
https://careers.sac.com/JobDetail.aspx?id=150
BTW: If you could list your past experiences/projects/research/publications
in the area of numeric analyses and optimizations, it woul... 阅读全帖
c*y
发帖数: 137
3
来自主题: Quant版 - Portfolio Optimization Specialist
For some reason, my earlier post was deleted from this board, so I am
posting it again. We have received some strong resumes and will be
conducting phone interviews from next week. If you have strong background in
optimization theories, please submit your resume to c_yy@
hotmail.com or apply through the following URL:
https://careers.sac.com/JobDetail.aspx?id=150
BTW: If you could list your past experiences/projects/research/publications
in the area of numeric analyses and optimizations, it woul... 阅读全帖
p*****e
发帖数: 310
4
代发贴:
************************************************************************
Pls send your resume to s******[email protected] or b***[email protected] if you are
interested in this position.
************************************************************************
Job Scope: Analytics and optimization research in innovational industry
applications
Work Location: Beijing, Shanghai
Job Description: The job offers an opportunity to apply advanced analytics/
optimization/simulation technology in key industri... 阅读全帖
c*y
发帖数: 137
5
We are a global equities team in a large hedge fund with offices in both
Stamford and NYC, and we are looking to hire an equity portfolio
optimization intern/consultant to work on our new portfolio optimization
platform. The position is located in midtown NYC; compensation depends on
your level of experiences.
Please submit your resume to : c**[email protected] or apply through the
following URL:
https://careers.sac.com/JobDetail.aspx?id=150
Job Title: Portfolio Optimization Specialist Int... 阅读全帖

发帖数: 1
6
1.Modeling and optimization:
Have you ever ordered a product on Amazon and when that box with the smile
arrives you wonder how it got to you so fast? Wondered where it came from
and how much it would have cost Amazon? If so, the Amazon WW's
Transportation team is for you. We build systems to peer into the future and
estimate the distribution of tens of millions of products every week to
Amazon’s warehouses in the most cost-effective way. When customers place
orders, our systems use real time, la... 阅读全帖
h*******g
发帖数: 205
7
来自主题: USANews版 - Romney’s Optimism Will Win
http://www.nationalreview.com/articles/332595/romney-s-optimism
Romney’s Optimism Will Win
It’s no year for a big-government pessimist.
By Larry Kudlow
Putting aside all the voter models, there’s one overlooked point worth
making with Election Day at hand. Most times in American politics, optimists
win, and pessimists lose. I know that’s not always the case. And sometimes
it’s hard to distinguish between the two. But in this election, I believe
Mitt Romney is the optimist, and Barack Obama is th... 阅读全帖
j********r
发帖数: 96
8
Greetings Mitbbs Community,
I'm definitely excited about this because I've got several opportunities
available with the same great company in Seattle.
If you are interested, contact: J**[email protected]
We are trying to fill the following 3 positions:
- Optimization Principal
- Optimization Strategist
- Optimization Analyst
We are looking for strong candidates with successful experience in all
aspects of Web Optimization (Analysis, Strategies, etc...) If you have
experience and a passion for Web... 阅读全帖
j********r
发帖数: 96
9
Greetings Mitbbs Community,
I have a contract-to-hire position available with an awesome company in
Seattle and I am looking for a Sr. Javascript Developer.
If you are interested, please contact: j**[email protected]
Senior JavaScript Developer – Optimization Services
We are seeking an experienced, detail-oriented web developer to implement
website optimization programs using our innovative technology platform. You
will report directly to the Director of Optimization Solutions and work
closely w... 阅读全帖
g*****n
发帖数: 56
10
【 以下文字转载自 EE 讨论区 】
发信人: gebitan (working hard), 信区: EE
标 题: 请问这种optimization 方法 叫什么名字
发信站: BBS 未名空间站 (Sun Mar 12 10:28:16 2006)
我记得有一种最简单的 optimization 方法,假设 2-D 的面, 先固定 y0, optimize x
, 得到x1; 然后固定 x1, 再optimize y, 得到 y1, 再固定y1, optimize x, 得到x2..
..........repeat 直到 convert 到 (Xn, Yn). 我就是想不起来这种方法的名字了,有
人提醒一下吗? 谢谢。
s*********1
发帖数: 1005
11
来自主题: Automobile版 - 学术一把~刹车与optimal control theory
版上讨论过的一个问题,为了在同一个地点B点刹住,在之前的某个A点开始,是往前再
开一点,刹得稍微急一点,还是从A点就开始刹车一路刹过去,刹到B点刚好停住。那一
种费刹车。
今儿读optimal control的optimal time problem, optimal fuel problem, optimal
energy problem 的时候,觉得这一套东西可以适用于解释刹车问题!
具体细节还在继续想... 恩...
k*z
发帖数: 4704
12
【 以下文字转载自 Statistics 讨论区 】
发信人: kiz (泥偶), 信区: Statistics
标 题: Entry level Data and Optimization Analyst
发信站: BBS 未名空间站 (Fri Jun 6 10:55:58 2014, 美东)
日常工作是简单的ETL和performance reporting,项目什么都有,segment,pricing
optimization, operation optimization, performance optimization, heat map.
工作语言是SQL和SAS,Reporting语言是Cognos+VBA+MDX/SSRS,不过以上这些不会不要
紧,可以培训。
需要有基础编程经验,Python, C++,Java,R, Matlab任何语言都可以,会写简单的
simulator和calculator. 这个会面试问到。
需要了解各种模型可以如何解决运营的实际问题,例如:信用估值,精准营销,预测需
求,工作排班,客户分类,市场调查. 涉及到的有glm, logist... 阅读全帖
m**s
发帖数: 35
13
- Engineering Optimization and Operations Research
http://www.ee.ucla.edu/academics/fields_of_study/eo-or.htm
Engineering optimization/operations research is conducted in optimization
theory, including linear and nonlinear programming, convex optimization and
engineering applications, numerical methods, nonconvex programming, and
associated network flow and graph problems. Another area of study is that of
stochastic processes, including renewal theory, Markov chains, stochastic
dynamic programmi
k*z
发帖数: 4704
14
【 以下文字转载自 Statistics 讨论区 】
发信人: kiz (泥偶), 信区: Statistics
标 题: Entry level Data and Optimization Analyst
发信站: BBS 未名空间站 (Fri Jun 6 10:55:58 2014, 美东)
日常工作是简单的ETL和performance reporting,项目什么都有,segment,pricing
optimization, operation optimization, performance optimization, heat map.
工作语言是SQL和SAS,Reporting语言是Cognos+VBA+MDX/SSRS,不过以上这些不会不要
紧,可以培训。
需要有基础编程经验,Python, C++,Java,R, Matlab任何语言都可以,会写简单的
simulator和calculator. 这个会面试问到。
需要了解各种模型可以如何解决运营的实际问题,例如:信用估值,精准营销,预测需
求,工作排班,客户分类,市场调查. 涉及到的有glm, logist... 阅读全帖
i********e
发帖数: 31
15
NA Digest, V. 07, # 04
From: v**[email protected]
Date: Tue, 16 Jan 2007 16:40:22 -0500
Subject: New Book: Optimization Methods in Finance
Optimization Methods in Finance
Gerard Cornuejols, Carnegie Mellon University, Pennsylvania
Reha Tutuncu, Quantitative Resources Group, Goldman Sachs Asset Management,
New York
Optimization models play an increasingly important role in financial
decisions. This is the first textbook that shows how recent advances in
optimization models, methods and software can
c*y
发帖数: 137
16
来自主题: Quant版 - Portfolio optimization (转载)
If you really want to learn Optimization, buy this book,
Optimization Methods in Finance (Mathematics, Finance and Risk) (Hardcover)
~ Gerard Cornuejols (Author), Reha Tutuncu (Author)
By prof's of CMU and Senior VP in GS Quant Investment Strategies team.
http://www.amazon.com/Optimization-Methods-Finance-Mathematics-Risk/dp/0521861705/ref=sr_1_1?ie=UTF8&s=books&qid=1267725387&sr=8-1
From two of the best portfolio optimization gurus.
w*******y
发帖数: 60932
k*z
发帖数: 4704
18
来自主题: Classified版 - Entry level Data and Optimization Analyst
日常工作是简单的ETL和performance reporting,项目什么都有,segment,pricing
optimization, operation optimization, performance optimization, heat map.
工作语言是SQL和SAS,Reporting语言是Cognos+VBA+MDX/SSRS,不过以上这些不会不要
紧,可以培训。
需要有基础编程经验,Python, C++,Java,R, Matlab任何语言都可以,会写简单的
simulator和calculator. 这个会面试问到。
需要了解各种模型能解决运营实际问题,不需要知道如何具体apply,但是需要知道问题
应该在哪个track上解决。例如:信用估值(logistic),精准营销(cluster/decision
tree),预测需求 (time series),工作排班(linear programming),客户分类(
cluster),市场调查(marketing research). 工作会涉及到的有glm, ets,logistic
,
linear in... 阅读全帖
l***e
发帖数: 47
19
我想要的物品:
Optimized Gateway NV5929u(5927u) BB @552 568
单张面值:
499
可接受的价格(必须明码标价!):
Optimized Gateway NV5929u(5927u) BB @ 552
New Gateway NV5929u(5927u) BB @ 568
物品新旧要求:
Optimized or New
邮寄方式要求:
My Label
买卖双方谁承担邮寄损失(Required if not code only):
付款方式说明:
non-cc paypal
其他补充说明:
广告的有效期:
物品来源:
BB
我的联系方式:
mitbbs email
二手交易风险自负!请自行验证是否合法和一手卡!:
c********1
发帖数: 3
20
来自主题: FleaMarket版 - Codon Optimization
As one of the world's leading suppliers of protein services, Creative
BioMart has a proven record of dedication to innovation in our constant
efforts to integrate new and updated technology into our gene expression
repertoire. Creative BioMart Codon Optimization system is a proprietary gene
optimization technology that can alter both naturally occurring and
recombinant gene sequences to achieve the highest possible levels of
productivity in any given expression system.
Visit http://www.creativeb... 阅读全帖
m********u
发帖数: 3942
21
这个职位应该会有出差。。。 感兴趣可以站内或者邮件 [email protected]
Staff Algorithm Engineer-Personalized Search/Recommendation Algorithm&Supply
Chain Optimization&Control Theory&Merchant Date Analysis Platform
Responsibility
1. Responsible for algorithm R&D of Search Technology Team in Seattle &
Hangzhou Office: develop new algorithms for improving search/recommendation
revenue, and quality of the whole e-commerce ecosystem;
2. Responsible for analyzing and predicting buyers & sellers behaviors to
explore key fac... 阅读全帖
l*****a
发帖数: 119
22
来自主题: JobMarket版 - Optimization能找什么工作?
我是做Optimization的,算法方向。我知道Optimization在很多领域都有用处,但是总
觉得只懂Optimization没有其他领域相关背景不是很好找工作。 大家觉得呢?
P*********t
发帖数: 4451
23
【 以下文字转载自 Quant 讨论区 】
发信人: echostate (AI), 信区: Quant
标 题: Re: 什么是bayesian optimization?
发信站: BBS 未名空间站 (Tue Mar 23 12:08:15 2010, 美东)
Bayesian Optimization实际上是比较奇怪的东西
因为真正的Bayesian不应该做Optimization
具体如下(个人见解):
==========================================================
是否使用prior不是区分Bayesian和Frequentist的关键
他们真正的区别是 是否相信存在一个(未知的)真参数
Bayesian把likelihood和prior放一起作为参数的posterior
Frequentist把lost和regularization penalty放一起作为参数的regularized loss
这两个框架基本是一一对应的:
一个likelihood对一个lost
一个prior对一个regularization p
p****0
发帖数: 611
24
1/2 game.
BTN: loose guy, sometimes play trick. has stack about $700.
UTG+1: young black guy. New face, had stack of $400ish. (Only reading on him
is my QQ PF raised to $100 on his $25 call of the original raiser. He pushed
all in with about 130. My QQ hold up.)
UGT+2: black guy. no reading. had stack of $300ish.
UTG+3: black guy. short stack of $26.
LP: hero, had stack about 400. Hero hold black AA.
Preflop, UTG+1 raised to $12. UTG+2 called. UTG+3 all in with $26.
fold to hero. Hero's ... 阅读全帖
D******6
发帖数: 6211
25
【 以下文字转载自 Statistics 讨论区 】
发信人: Doha2006 (花猫), 信区: Statistics
标 题: 请教matlab non-linear optimization的问题
发信站: BBS 未名空间站 (Fri Jan 7 23:39:25 2011, 美东)
我需要用一个non-linear optimization function来estimate一个model,近似于logit
model,用maximum likelihood estimation。
如果用maxlik,其实这是一个min函数,就是名字叫max,从这个网站下载的,http://www.spatial-econometrics.com/
结果有点奇怪,不是指我的model参数奇怪,而是maxlik输出的结果如下:
CONVERGENCE CRITERIA MET: Change in Objective Function
iteration function value dfunc
0 2301.06004... 阅读全帖
D******6
发帖数: 6211
26
【 以下文字转载自 Statistics 讨论区 】
发信人: Doha2006 (花猫), 信区: Statistics
标 题: 请教matlab non-linear optimization的问题
发信站: BBS 未名空间站 (Fri Jan 7 23:39:25 2011, 美东)
我需要用一个non-linear optimization function来estimate一个model,近似于logit
model,用maximum likelihood estimation。
如果用maxlik,其实这是一个min函数,就是名字叫max,从这个网站下载的,http://www.spatial-econometrics.com/
结果有点奇怪,不是指我的model参数奇怪,而是maxlik输出的结果如下:
CONVERGENCE CRITERIA MET: Change in Objective Function
iteration function value dfunc
0 2301.06004... 阅读全帖
D******6
发帖数: 6211
27
【 以下文字转载自 Statistics 讨论区 】
发信人: Doha2006 (花猫), 信区: Statistics
标 题: 请教matlab non-linear optimization的问题
发信站: BBS 未名空间站 (Fri Jan 7 23:39:25 2011, 美东)
我需要用一个non-linear optimization function来estimate一个model,近似于logit
model,用maximum likelihood estimation。
如果用maxlik,其实这是一个min函数,就是名字叫max,从这个网站下载的,http://www.spatial-econometrics.com/
结果有点奇怪,不是指我的model参数奇怪,而是maxlik输出的结果如下:
CONVERGENCE CRITERIA MET: Change in Objective Function
iteration function value dfunc
0 2301.06004... 阅读全帖
X*****r
发帖数: 2521
28
【 以下文字转载自 EE 讨论区 】
发信人: Xfilter (支持南开的兄弟们), 信区: EE
标 题: 请问有那种optimization是解决变化的objective function的?
发信站: BBS 未名空间站 (Mon Jan 21 19:32:06 2008), 站内
发信人: Xfilter (支持南开的兄弟们), 信区: Mathematics
标 题: 请问有那种optimization是解决变化的objective function的?
发信站: BBS 未名空间站 (Mon Jan 21 19:31:57 2008), 转信
就是objective function是time varying的
有没有那种optimization或者其他的数学model是deal这种time varying objective fu
nction的?
多谢多谢!
d****p
发帖数: 685
29
来自主题: Programming版 - C++ optimization question
Thanks for sharing a lot of insightful info about this issue.
I wish to further put up some stuff which is not guaranteed to be right :-)
Let's narrow down the topic to the vector iterator optimization issue.
My obversation as a user is
1. Withut optimization option turned on, a few compilers (gcc on os x/linux
and CC on solaris) are able to move begin/end iterator access function out
of loop
2. With optimization turned on, the above access functions are inlined
3. The compiler is smart not movi
m******a
发帖数: 35
30
金融博士课程里关于Financial Mathematics的 Optimal Control, Optimal Stopping
的内容, 哪本比较好呢 请大家推荐阿 多谢
S***y
发帖数: 186
31
来自主题: Computation版 - Fortran code optimization
I think most optimizations turn out to be the efficient use of the CACHE.
So, knowing the cache structure of a specific machine is the starting point.
If not an expert, I think it would be better trying not to spend too much
time on this. Trust the optimization options of the compilers, such as
-O, -arch, -tp ... They really help.
Another point, try to call optimized library subroutines whenever possible,
such as, linear algebric manipulations, fast Fourier transforms ...
Profile utilities are a
c***u
发帖数: 843
32
来自主题: Computation版 - 谁能推荐一个c++ optimization的library
不知道谁能够推荐一个c++ optimization的library
要求只需要提供函数值,不需要计算gradient的,然后就是要求能够有box-bound
constrained optimization。我只会用c++,所以最好是c++的库,其他的库能够用c++
调用的也行,对了,必须是multidimensi的。
其实是要optimize一个微波电路的各种参数,希望模拟出来的电路测出来的东西和实验
结果是一致的。
多谢。
p****o
发帖数: 88
33
【 以下文字转载自 JobHunting 讨论区 】
发信人: pyopyo (desperately need a job), 信区: JobHunting
标 题: 急,请指点 Insurance Price Optimization
发信站: BBS 未名空间站 (Sat Jul 12 22:31:21 2008)
哪位有这方面的知识?我只知道做statistical models,比如profit VS price,
customer number VS price,然后找
出最优的price。在优化时候的optimization和simulation,哪方面的知识比较需要呢
?simulation大概需要计算机语
言以及算法的知识?optimization呢?linear programming? 多谢指点,感激不尽!
m******a
发帖数: 35
34
金融博士课程里关于Financial Mathematics的 Optimal Control, Optimal Stopping
的内容, 哪本比较好呢 请大家推荐阿 多谢
s***e
发帖数: 267
35
Interesting...
If you assume a is the correct 95% Var, then you get the right weights which
minimizes the expected shortfall. Now if you have the right weights, and
just try to vary "a", you should get the right a, i.e. the 95% var.
So it turns out that a* and w* (the optimal var and optimal weights) are
solution of the optimization problem.

you
returns
f**n
发帖数: 401
36
来自主题: Science版 - An optimization problem

Thanks. I get you point here.
Actually I also mentioned this in my second point. What you are saying
is try to find the NLP relaxation for the original integer programming
problem, I think. But even if the relaxation can be solved easily, it is generally
still very difficult to get the real integer optimal or sub-optimal solution
solutions. That's why combinatorial problems are so hard, though it is only
one step away from other optimization problems.
t***q
发帖数: 418
37
以前看过一点点genetic algorithm,说是仿照生物进化的方式进行optimization。后
来又看到一本书上综述了一些numerical optimization,如newton raphson,nelder-
mead等,但是没提genetic algorithm,我肤浅,就上来问一下这个genetic algorithm
算是一种numerical optimization 吗?多谢。
k*z
发帖数: 4704
38
来自主题: Statistics版 - Entry level Data and Optimization Analyst
日常工作是简单的ETL和performance reporting,项目什么都有,segment,pricing
optimization, operation optimization, performance optimization, heat map.
工作语言是SQL和SAS,Reporting语言是Cognos+VBA+MDX/SSRS,不过以上这些不会不要
紧,可以培训。
需要有基础编程经验,Python, C++,Java,R, Matlab任何语言都可以,会写简单的
simulator和calculator. 这个会面试问到。
需要了解各种模型能解决运营实际问题,不需要知道如何具体apply,但是需要知道问题
应该在哪个track上解决。例如:信用估值(logistic),精准营销(cluster/decision
tree),预测需求 (time series),工作排班(linear programming),客户分类(
cluster),市场调查(marketing research). 工作会涉及到的有glm, ets,logistic
,
linear in... 阅读全帖
H****E
发帖数: 254
39
来自主题: DataSciences版 - Optimization over more than one metrics
多谢回答,这样也是一种方法。显然人不能太贪心,我就是想知道optimize goal多于
一个的时候有没有什么systematically optimizing or tuning 的方法。 就可能是几
个metrics都在往想去的方向,但是大方向还是那个primary. 本人没有系统学习过
optimization methods, 请指教.....
s*******u
发帖数: 1855
40
来自主题: History版 - 刘裕的optimal strategy是什么?
一直叹息,1)刘穆之死的不是时候,2)刘裕英雄一辈子,临老犯糊涂,加上虎父犬子。
假设历史重来,刘裕的optimal是什么?
1) 先内后外,先篡位,再北伐。
2) 带着皇帝北伐。打下洛阳,长安,就地消化,不管建康如何变化,不消化长安洛
阳不回家
3) 打下洛阳之后迁都洛阳
4) 打下长安之后迁都长安
5)按照历史发展,打下洛阳长安,听到刘穆之死讯,不理会建康变化,继续留在长安
6)按照历史发展,打下洛阳长安,听到刘穆之死讯,back to 健康,but长
安交给王镇恶全权主管。
大家觉得optimal是什么?如果搞得好一些,是否能够提前100多年华夏一统?如果
那样,刘裕岂非千古一帝,远胜小李子。sigh
g********d
发帖数: 4174
41
来自主题: QueerNews版 - Optimism Expressed on Senate Vote Tonight
NY Leaders Tweaking Marriage Equality Amendments; Optimism Expressed on
Senate Vote Tonight
The latest report following a meeting of Governor Andrew Cuomo, Senate
Majority Leader Dean Skelos, and Assembly speaker Sheldon Silver from the
Times Union's Jimmy Vielkind:
Ny “We’re closing the few, outstanding, technical issues on rent
regulations,” said Skelos, R-Long Island. He predicted action on everything
“hopefully today but certainly by tomorrow.”
Skelos also hinted that his conference and Cuom... 阅读全帖
P**********e
发帖数: 2964
42
来自主题: WorldNews版 - Asian Markets Up on China Optimism(zz)
http://www.time.com/time/world/article/0,8599,1906120,00.html
(BEIJING) — Asian stock markets rose for a second session Monday, with Hong
Kong's benchmark spiking more than 2 percent, amid optimism about China
after the Chinese premier said the economy was improving.
Still, that optimism was tempered by unease about the U.S. economic outlook,
which depressed oil prices, and last week's declines on Wall Street.
Investors are also worried that the huge run-up in global stock markets over
the last
t***s
发帖数: 163
43
【 以下文字转载自 Quant 讨论区 】
发信人: meever (Life\\\\\\\'s a struggle), 信区: Quant
标 题: 苦闷, portfolio optimization 问题求助
发信站: BBS 未名空间站 (Mon Sep 10 14:44:07 2007)
我是一个学portfolio optimization方面的phd学生. 本来一直对quant很感兴趣, 做了
两年多的research越来越觉得自己没这个天份. 很想请求板上的高人指点指点.
从markowitz到后面一些复杂的方法, 近几年paper里面的我都读了一些, 自己跟着做了
一些, 但是好多我读到的都是很多的理论, 最后的检验却少的可怜, 都是很少的data,
或者很少的几个stock在做. 我自己做的结果更是令我很丧气. 回到最基本的东西, 我
发现历史上的return跟未来的return联系很小, 只有volatility似乎是有联系的, 其它
从mean,到skewness 到kurtosis到很多其它statistics都很难找出联系. 那么大家根据
过去来opti
p*****n
发帖数: 98
44
来自主题: JobHunting版 - opening of senior optimization scientist
Minimum Requirements
• Ph.D. in Operations Research, Mathematics, or a related
quantitative field.
• Strong knowledge of optimization and probability theory.
• At least 2-3 years experience in building price or supply chain
optimization models in an established mathematical modeling language.
• Excellent communication skills and an ability to interact with
customers.
Desirable Experience
• GAMS or AMPL
• SQL databases (Oracle, SQLServer, DB2... 阅读全帖
k********h
发帖数: 22
45
About Us:
ROBLOX is a leading user-generated gaming site that makes players the
architects of their own 3D worlds, drawing over one billion page views and
21 million in-game hours each month. The site is ranked #1 in the US for
total engagement time within the 8-14 year old segment, and is rapidly
growing in popularity amongst players aged 15+. Our vision is to become the
leader in user-generated gaming for all ages, around the world. On ROBLOX,
players use core building components to create ela... 阅读全帖
m******t
发帖数: 273
46
【 以下文字转载自 Statistics 讨论区 】
发信人: myregmit (myregmit), 信区: Statistics
标 题: solve an optimization model with integral as constraints
发信站: BBS 未名空间站 (Wed Mar 19 22:21:44 2014, 美东)
I need to solve a mathematical optimization model with integral as
constraints.
Min. | s1 - k1 | + | s2- k2 |
s.t.
integral_from_0_to_M of f(x) = 1
s1 = integral_from_0_to_M of x * f(x)
s2 = integral_from_0_to_M of x^2 * f(x)
M, k1 and k2 are positive numbers
f(x) is a proba... 阅读全帖
z****j
发帖数: 111
47
RT, dynamic programming is a method for solving complex problems by
breaking them down into simpler subproblems. It is applicable to problems
exhibiting the properties of overlapping subproblems[1] and optimal
substructure.
重叠子问题很好理解,但是,能够应用于DP解决的问题一定要有optimal substructure
吗?就好比Fibonacci所谓的DP解法,只是用了个memo记录下了之间计算过得结果以避
免子问题的重复计算, 但是貌似看不出有什么最优子结构啊。求指点...
s******u
发帖数: 550
48
如果你想求得最优解的话是必须的了,如果只是想sub-optimal的话可以track sub-
problem的optimality gap in a tolerated range.
z****j
发帖数: 111
49
我明白你说的意思,但像fibonacci那个dp的解法一样,overlapping substructure很
明显,但是却看不出有什么Optimal substructure?但是为什么还划在了DP的范畴,换
句话就是optimal substructure是DP的必要条件么?
z****j
发帖数: 111
50
我只是好奇optimal substructure是DP的必要条件么?换句话说能够应用DP的问题一定
要有optimal substructure么?
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