CS-439: Optimization for machine learningThis course teaches an overview of modern optimization methods, for applications in machine learning and data science. In particular, scalability of algorithms to large datasets will be discussed in t
MATH-329: Continuous optimizationThis course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorith
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
EE-568: Reinforcement learningThis course describes theory and methods for Reinforcement Learning (RL), which revolves around decision making under uncertainty. The course covers classic algorithms in RL as well as recent algorith
MGT-483: Optimal decision makingThis course introduces the theory and applications of optimization. We develop tools and concepts of optimization and decision analysis that enable managers in manufacturing, service operations, marke
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
ME-425: Model predictive controlProvide an introduction to the theory and practice of Model Predictive Control (MPC). Main benefits of MPC: flexible specification of time-domain objectives, performance optimization of highly complex
MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
