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Optimization in R
Computational Economics Practice
Winter Term 2015/16
ISR
Outline
1 Introduction to Optimization in R
2 Linear Optimization
3 Quadratic Programming
4 Non-Linear Optimization
5 ROptimization Infrastructure (ROI)
6 Applications in Statistics
7 Wrap-Up
Optimization in R 2
Today’s Lecture
Objectives
1 Being able to characterize different optimization problems
2 Learn how to solve optimization problems in R
3 Understand the idea behind common optimization algorithms
Optimization in R 3
Outline
1 Introduction to Optimization in R
2 Linear Optimization
3 Quadratic Programming
4 Non-Linear Optimization
5 ROptimization Infrastructure (ROI)
6 Applications in Statistics
7 Wrap-Up
Optimization in R: Introduction 4
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