24. Linear Programming and Two-Person Games

MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018
Instructor: Gilbert Strang

This lecture focuses on several topics that are specific parts of optimization. These include linear programming (LP), the max-flow min-cut theorem, two-person zero-sum games, and duality.

License: Creative Commons BY-NC-SA

[EranM]

People like Gilbert Strang should get to go back in time so we can have them forever in our society.

[georgesadler]

Professor Strang, this is a really useful lecture that starts with classical topics in mathematics. Linear Programming and Two- Persons Games are large topics in applied mathematics.

[JoyTheDataScientist]

Wow, watching the expected payout be equal for both x and y was exhilarating. Fantastic lecture

[archibaldgoldking]

these are new things in math, im very excited to see this

[carlosv.ramirezibanez]

Woooow explica bastante bien, es muy claro y lo hace interesante, muchas gracias

[edufer]

The 2 players could be called Xavier and Yasmin, so X is for Xavier and Y is for Yasmin :-)

[childybless]

Thank you so much, best explanations and always interesting to follow

[fatihamasyali]

40:09 zeros sum games: No lawyers involed :)

[brainstormingsharing]

Absolutely well done and definitely keep it up!!! 👍👍👍👍👍

[井上明彦-dr]

I can not understand the pay off matrix game. Pleasr explain.

[Maxwaehrens]

If you just put the cut across the three final lines (5, 1 and 8) you also end up with 14. However, is there any reason why you would choose one or the other?

[Catloverassam]

What is the restriction on the number of decision variables and constraints in an lpp ?

[juliettemly]

Great lecture, thanks a lot ! Just a little question : at 41:00, isn't the saddle point supposed to be a minimum for x in its row and a maximum for y in its column ? Or maybe the opposite works too ? But if there were 2 saddle points in a matrix, then they would be equal... I'm a little confused.

[keithmaliko]

9:37 he is suggesting points that will maximize the problem?

[somerandomguy]

36:50 It is not p and lp, it is p(polynomial) and np(not polynomial). I think he misspoke about it.

[naterojas]

When he speaks I'm able to download mathematical facts just by watching 👽

[planktonfun]

Its really sad that old people are still working they should be retiring but can't because of the economy :(