Theory of convex sets and functions; separation theorems; primal-dual properties; geometric treatment of optimization problems; algorithmic procedures for solving constrained optimization programs; applications of optimization theory to machine learning. (Offered jointly with MATH/MTHE 434.) EXCLUSIONS: MTHE/MATH 434
Theory of convex sets and functions; separation theorems; primal-dual properties; geometric treatment of optimization problems; algorithmic procedures for solving constrained optimization programs; applications of optimization theory to machine learning. (Offered jointly with MATH/MTHE 434.) EXCLUSIONS: MTHE/MATH 434