Computing for Data-Driven Optimization

Catalog description

Practical course with theoretical details in which students learn a variety of optimization problem classes and get hands-on experience on how to model and solve them using computing resources. Optimization, equipped with ever-growing computing powers and volumes of data, finds many real-world applications and creates various research topics both in industry and academia. Selectively discusses a number of optimization problem classes and algorithms, their implementations and their applications. Also covers basic usage of a high-level language (e.g., Julia) and how to leverage it in solving data-driven optimization problems.