+ The Oktave Forum » Technical » Science and Mathematics » Optimization Theory (Moderator: sanket)
|-+ Why optimization theory
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Read August 11, 2008, 04:26:38 pm #0
sanket

Why optimization theory

Some days ago I asked Sids to create a separate board for Optimization Theory. I wanted to write about why I think we need this board among the other boards like distributed systems and IR which are seemingly more relevant to the research we do in OSL and Oktave. This is a generic meta post.

One thing is that most problems that we come across, if not all, are essentially optimization problems. It is a fairly obvious statement, but an important one. We need to find the most relevant content through search; we need to find the most efficient query plan; we need to design efficient operators that can analyse a huge body of webpages; we need to design better information systems; and so on. So, it is useful to know the different optimization techniques that are available.

The other thing important thing, at least to me, is that optimization theory begins from where our high school maths learning ended. (It should not have ended, but it did somehow, and rather abruptly.) It starts from the mathematical preliminaries like the following: limits, functions, continuity, single and multivariate calculus; linear algebra; vector calculus; geometry. It also develops the mathematical tools that make dealing with arbitrary number of dimensions simple. This is important because often the kind of data we deal with have huge number of dimensions. Also, the kinds of optimization problems that we try to solve involve multiple conflicting objectives and constraints.

Thirdly, it helps us convince ourselves that most real world problems cannot be solved! At least not in their pure forms. This is, to borrow a phrase from Sri, both unsettling and liberating at the same time.  Smiley
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Read August 11, 2008, 04:32:07 pm #1
sri

Re: Why optimization theory

Optimization theory goes very deep. I've been thinking about writing a post on optimization, origins of life and the philosophical debates between causality and teleology.

But, not now; later.. Wink There is a big line of papers waiting to be finished in front of me..
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Read August 11, 2008, 06:28:24 pm #2
sids

Re: Why optimization theory

I have encountered the need for understanding optimization theory quite often but haven't gotten around to doing anything towards that. Can someone recommend some good books for someone who is fairly unaware of even the basics and not too confident about the math?


http://www.grok.in/
"Ignorance killed the cat, curiosity was framed."
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Read August 11, 2008, 09:45:11 pm #3
sanket

Re: Why optimization theory

Actually, Optimization Theory is a huge area involving numerous techniques. The way I look at it is this: (1) one should get reasonably comfortable with the preliminary mathematics (the basics) (2) one should be aware at a broad level of the different techniques and where they can be applied without bothering too much about the theory and (3) depending on the application, one can study particular optimization techniques. We can use this forum to work towards the first two points.

As for books, different techniques are explained in some detail over here - http://www.mpri.lsu.edu/textbook/TablCont.htm

There is a good book called Combinatorial Optimization which explains the linear programming, integer programming, convex optimization and combinatorial algorithms. http://www.amazon.com/Combinatorial-Optimization-Algorithms-Christos-Papadimitriou/dp/0486402584

You might also be interested in Stephen Boyd's courses on Convex Optimization (http://www.stanford.edu/class/ee364a/). There are lecture videos and slides. His book is also available for free download.

Another book - http://www.knovel.com/web/portal/basic_search/display?_EXT_KNOVEL_DISPLAY_bookid=1100

(Let me tell you that I haven't gone through any of these books in detail. These are just pointers.)

What might be more useful are the tools like GAMS (http://www.gams.com/), and GLPK (http://www.gnu.org/software/glpk/). The latter is in open source.
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Read August 12, 2008, 04:33:23 am #4
sids

Re: Why optimization theory

Thanks Sanket, that seems like a good list of links to start from. I'm sure others will also find them useful too.

Now I just need to find some time...


http://www.grok.in/
"Ignorance killed the cat, curiosity was framed."
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Read August 14, 2008, 11:39:29 pm #5
sanket

Re: Why optimization theory

As I had said, we can use the forum as a means to revise some basic maths. So, I am starting with some posts on calculus. Others might want to chip in.

Caveat: My posts will cover elementary things and hence might not give you anything new.
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