Introduction to optimization (definition, notation and taxonomy); unconstrained optimization using gradient descent and stochastic gradient descent; linear programming: The Simplex Method; constrained optimization and Lagrange multipliers; convex optimization and quadratic programming. Prerequisites: AUMAT 216 and one of AUMAT 240 or AUSCI 250 (2023).
Introduction to optimization (definition, notation and taxonomy); unconstrained optimization using gradient descent and stochastic gradient descent; linear programming: The Simplex Method; constrained optimization and Lagrange multipliers; convex optimization and quadratic programming. Prerequisites: AUMAT 216 and one of AUMAT 240 or AUSCI 250 (2023).
