Winter 2024 CAAM 31015-1

Course:CAAM 31015= BUSN 36903, CMSC 35470, STAT 31015, TTIC 31070

Title: Mathematical Computation IIA: Convex Optimization

Instructor(s): Zhiuan Li

Teaching Assistant(s): TBA

Class Schedule: MW 11:00 AM-12:20 PM in TTIC 530

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.