MATH 757 (01) - Mathematical Optimization for Applications

Mathematical Optimization

Durham   Engineering&Physical Sciences :: Mathematics&Statistics
Credits: 4.0
Term: Spring 2022 - Full Term (01/25/2022 - 05/09/2022)
Grade Mode: Letter Grading
Class Size:   17  
CRN: 55132
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): CS 757
Instructors: Mark Lyon

Times & Locations

Start Date End Date Days Time Location
1/25/2022 5/9/2022 MWF 9:40am - 11:00am KING N334

Booklist

Required: Nonlinear Programming: 3rd Edition by Dimitri Bertsekas ISBN-10 ‏ : ‎ 1886529051 ISBN-13 ‏ : ‎ 978-1886529052