Mathematical Optimization
Durham
Engineering&Physical Sciences::Computer Science
Credits: 4.0
Class Size: 7
Term:
Spring 2025
-
Full Term (01/21/2025
-
05/05/2025)
CRN:
52381
Grade Mode:
Letter Grading
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 required.
Section Comments: This course will meet in PARS N104 instead of KING N113 during the week of 1/20/2025-1/24/2025.
Registration Approval Required. Contact Instructor or Academic Department for permission then register through Webcat.
Cross Listed With :
CS 857 (01)
Prerequisite(s): MATH 426
Equivalent(s):
MATH 757
Instructors:
Marek Petrik
Times & Locations
| Start Date | End Date | Days | Time | Location |
|---|---|---|---|---|
| 1/21/2025 | 5/5/2025 | MWF | 10:10am - 11:00am | KING N113 |
| Final Exam5/13/2025 | 5/13/2025 | T | 10:30am - 12:30pm | KING N113 |
Booklist
| Book | Details |
|---|---|
|
CONVEX OPTIMIZATION
04
by BOYD
Recommended
|
|
|
NONLINEAR PROGRAMMING
3RD 16
by BERTSEKAS
Required
|
|
