Optimization in ultra-high dimension
Project Description

With an objective function of millions of variables, the optimization can be very complex. This project is an experiment with some fixed algorithms. Large scale simulation is required to evaluate the pros and cons of the algorithms. Programming in C or C++ is preferred.

Supervisor
CHEN Kani
Quota
1
Course type
UROP1100
Applicant's Roles

The applicants are expected to learn the formulation of the optimization problem and conduct studies.

Applicant's Learning Objectives

Understand the background of various optimization problem and their mathematical implications.

Complexity of the project
Moderate