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
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
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-600: Optimization and simulationMaster state-of-the art methods in optimization with heuristics and simulation.
Work involves:
- reading the material beforehand
- class hours to discuss the material and solve problems
- homework
MATH-261: Discrete optimizationThis course is an introduction to linear and discrete optimization.
Warning: This is a mathematics course! While much of the course will be algorithmic in nature, you will still need to be able to p
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