An introduction to convex optimization problems, concepts in convex analysis, convex optimization algorithms, duality theory, optimality conditions, and applications of convex optimization in statistics and machine learning.
Provide students with fundamental knowledge of convex optimization to support their study and research in data science.
Enable students to understand optimization algorithms and use existing software to solve optimization problems.
Begin to develop skills in analyzing and solving convex optimization problems in real-world applications, and in applying optimization algorithms to these problems.
Y. Nesterov, Lectures on Convex Optimization, 2018. [FIT_2101685_001]
S. Boyd & L. Vandenberghe, Convex Optimization, 2004.
C. C. Aggarwal, Linear Algebra and Optimization for Machine Learning: A Textbook, 2020. [FIT_2101685_101]
C. Byrne, A First Course in Optimization, CRC Press, 2015.
S. Sra, S. Nowozin, & S. J. Wright (eds.), Optimization for Machine Learning, MIT Press, 2012.