Add references to online courses

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Dimitri Lozeve 2020-05-27 09:52:36 +02:00
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** Online courses
If you would like to watch video lectures, there are a few good
opportunities freely available online, in particular on [[https://ocw.mit.edu/index.htm][MIT
OpenCourseWare]]. The list of courses at MIT is available [[https://orc.mit.edu/academics/course-offerings][on their
webpage]]. I haven't actually looked in details at the courses
content[fn:courses], so I cannot vouch for them directly, but MIT
courses are generally of excellent quality. Most courses are also
taught by Bertsimas and Bertsekas, who are very famous and wrote many
excellent books.
[fn:courses] I am more comfortable reading books than watching lecture
videos online. Although I liked attending classes during my studies, I
do not have the same feeling in front of a video. When I read, I can
re-read three times the same sentence, pause to look up something, or
skim a few paragraphs. I find that the inability to do that with a
video diminishes greatly my ability to concentrate.
Of particular notes are:
- [[https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-251j-introduction-to-mathematical-programming-fall-2009/][Introduction to Mathematical Programming]],
- [[https://ocw.mit.edu/courses/sloan-school-of-management/15-084j-nonlinear-programming-spring-2004/][Nonlinear Optimization]],
- [[https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-253-convex-analysis-and-optimization-spring-2012/][Convex Analysis and Optimization]],
- [[https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-972-algebraic-techniques-and-semidefinite-optimization-spring-2006/][Algebraic Techniques and Semidefinite Optimization]],
- [[https://ocw.mit.edu/courses/sloan-school-of-management/15-083j-integer-programming-and-combinatorial-optimization-fall-2009/][Integer Programming and Combinatorial Optimization]].
Another interesting course I found online is [[https://www.ams.jhu.edu/~wcook12/dl/index.html][Deep Learning in Discrete
Optimization]], at Johns Hopkins[fn:cook]. It contains an interesting
overview of deep learning and integer programming, with a focus on
connections, and applications to recent research areas in ML
(reinforcement learning, attention, etc.).
[fn:cook] {-} It is taught by William Cook, who is the author of [[https://press.princeton.edu/books/paperback/9780691163529/in-pursuit-of-the-traveling-salesman][/In
Pursuit of the Traveling Salesman/]], a nice introduction to the TSP
problem in a readable form.
* Solvers and computational resources <<solvers>>
* References