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
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.
COM-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
DH-406: Machine learning for DHThis course aims to introduce the basic principles of machine learning in the context of the digital humanities. We will cover both supervised and unsupervised learning techniques, and study and imple
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
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
CS-433: Machine learningMachine learning methods are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and pr
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