DAEN 331: Optimization of Analytics

Course Description

Credits 3.
3 Lecture Hours.Mathematical optimization algorithms with applications to data analytics; primary topics include convexity, gradient and subgradient methods and their variants, Newton’s and quasi-Newton methods, Frank-Wolfe, duality, derivative-free optimization.Prerequisites:Grade of C or better inMATH 251orMATH 253; grade of C or better inMATH 304orMATH 323.