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从商业谈判到优化算法
Jun 2, 2015, 16:10-17:10
凸优化一般都能归结为一个鞍点问题
.
鞍点问题
(
或称
min-max
问题
)
往往有经济方面的背景
.
求解
min-max
问题
,
犹如买卖双方博弈
,
一方要支付尽可能小
,
另一个要收益尽可能大
.
我们从商业谈判的视角
,
讨论求解
min-max
问题的迭代方法
.