Course: CAAM 31015=BUSN 36903, CMSC 35470, STAT 31015, TTIC 31070
Title: Mathematical Computation IIA: Convex Optimization
Instructor(s): Mihai Anitescu
Class Schedule: Sec 1: MW 3:00 PM-4:20 PM in Eckhart 133
Description: The course will cover techniques in unconstrained and constrained convex optimization and a practical introduction to convex duality. The course will focus on (1) formulating and understanding convex optimization problems and studying their properties; (2) understanding and using the dual; and (3) presenting and understanding optimization approaches, including interior point methods and first order methods for non-smooth problems. Examples will be mostly from data fitting, statistics and machine learning.