Undergraduate Catalog

MATH 412 Optimization

This course introduces main optimization techniques and their applications in physics, engineering, economics and social sciences. After covering unconstrained optimization algorithms, the course focuses on methods to solve linear and nonlinear constrained optimization problems, with applications in AI. In this course, a special focus is given to convex optimization and recent machine learning algorithms.

Credits

3

Prerequisite

(MATH 204 or MATH 211) and MATH 231

Distribution

(3,0,3)

Offered

Fall Spring