Many design problems in engineering (e.g., machine learning, finance, circuit design, etc.) involve minimizing (or maximizing) a cost (or reward) function. However, solving these problems analytically is often challenging. Optimization is the study of algorithms and theory for numerically solving such problems, and it underpins many of the technologies we use today.
This course is an introduction to optimization. Students will: (1) learn about common classes of optimization problems, (2) study (and implement) algorithms for solving them, and (3) gain hands-on experience with standard optimization tools. We will focus on convex optimization problems, but will also discuss the growing role of non-convex optimization, as well as some more general numerical methods. The course will emphasize connections to real-world applications including machine learning, networking, and finance. The course will involve lectures, homework, exams, and a project.
Cross-list with 18-660. Graduate students should register for 18-660, and undergraduate students should register for 18-460.
Last Modified: 2018-11-02 3:58PM
- Spring 2019
- Spring 2018