Mathematical Optimization for Applications

Catalog description

This course introduces the foundations of mathematical optimization and reinforces them via applications. The content includes convex optimization, first and second-order methods, constrained problems, duality, linear and quadratic programming, as well as discrete and non-convex optimization. Applications will focus on machine learning methods but also include problems from engineering and operations research. Programming proficiency in MATLAB, R, Java, C, Python, or equivalent is required prior to taking this course.