CS221 Practice Midterm - Stanford University
CS221 Practice Midterm Autumn 2012 1 Other Midterms The following pages are excerpts from similar classes’ midterms. The content is similar to what we’ve been covering this quarter, so that it should be useful
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Introductory Lectures on Stochastic Optimization
stanford.edu6 Introductory Lectures on Stochastic Optimization and by inspection, a function is convex if and only if its epigraph is a convex set. A convex function fis closed if its epigraph is a closed set; continuous
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Emergence in Cognitive Science - Stanford University
stanford.eduThe idea of emergence in cognitive science is the contrast- ing idea that there are more basic or elementary processes that are really the fundamental ones, and that physical symbol systems of the kind Newell described are sometimes useful
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RISK ISSUES IN CIVIL ENGINEERING - Stanford University
stanford.edu1 Risk in Civil Engineering : from natural to man-made hazards Pierre Delage Ecole Nationale des ponts et Chaussées1, Paris France-Stanford Conference on “Risk issues in contemporary science and engineering”,
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Optimal High-Frequency Market Making
stanford.edu2.1 Pricing We use the optimal market making model developed byAvellaneda and Stoikov(2008) as our ... Cancel the outstanding order Quote new bid and ask prices else Wait end else if 2 orders in the book then ... 3.2 Order Execution
Model Predictive Control - Stanford University
stanford.edu• MPC problem is highly structured (see Convex Optimization, §10.3.4) – Hessian is block diagonal – equality constraint matrix is block banded • use block elimination to compute Newton step – Schur complement is block tridiagonal with n×n blocks • can solve in order T(n+m)3 flops using an interior point method
Convex Optimization — Boyd & Vandenberghe 1. Introduction
stanford.eduusing linear programming • not as easy to recognize as least-squares problems • a few standard tricks used to convert problems into linear programs (e.g., problems involving ℓ1- or ℓ∞-norms, piecewise-linear functions) Introduction 1–6
PHYSICS 430 Lecture Notes on Quantum Mechanics
stanford.eduRepresentation of the De Broglie ”wave” ... great deal of effort, a new theory (together with a new law of motion) emerged in 1924. That theory is known as quantum mechanics, and it is now the basic framework for understanding atomic, nuclear, and subnuclear physics, as well as condensed-matter
STEM STYLE GUIDE Technical Communication Program │ …
stanford.eduSTEM STYLE GUIDE Technical Communication Program │ Huang 049 3 Avoid noun strings Noun strings can confuse readers, as they are difficult to understand. Before: The Acme Corporation continues to work on the cell phone case configuration revision project. After: The Acme Corporation is developing a redesigned cell phone case. Sentences express and …
Conjugate Gradient Method - Stanford University
stanford.eduPreconditioned conjugate gradient algorithm • idea: apply CG after linear change of coordinates x = Ty, detT 6= 0 • use CG to solve TTATy = TTb; then set x⋆ = T−1y⋆ • T or M = TTT is called preconditioner • in naive implementation, each iteration requires multiplies by T and TT (and A); also need to compute x⋆ = T−1y⋆ at end • can re-arrange computation so each iteration ...
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