CS 857 (01) - Mathematical Optimization for Applications

Mathematical Optimization

Durham   Engineering&Physical Sciences :: Computer Science
Course Delivery Method: Rotational Attendance
Credits: 3.0
Term: Spring 2021 - Full Term (02/01/2021 - 05/11/2021)
Class Size:   8  
CRN: 54366
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. Prereq: MATH 426; Programming proficiency in MATLAB, R, Java, C, Python, or equivalent.
You must sign up in the Dept Office before registering through WEBCAT.
Equivalent(s): MATH 857
Instructors: Marek Petrik

Times & Locations

Start Date End Date Days Time Location
2/1/2021 5/11/2021 MWF 9:40am - 11:00am KING N334

Booklist

Nonlinear Programming: 3rd Edition by Dimitri P. Bertsekas