Optimization: Algorithms, Complexity and Approximations

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( ELEC 303 or STAT 310 or ECON 307 or STAT 312 or STAT 315 or DSCI 301 or STAT 311 ) and ( CMOR 302 or CMOR 303 or MATH 354 or MATH 355 ) Description: The main focus of the course will be on smooth optimization techniques, with applications in machine learning and artificial intelligence. The course will introduce the basics of algorithms on continuous optimization, starting from the classical gradient descent algorithm in convex optimization, towards more sophisticated approaches in non-convex scenarios. The course will explore the fundamental theory, algorithms, complexity and approximations in nonlinear optimization. Graduate/Undergraduate Equivalency: COMP 514 . Mutually Exclusive: Cannot register for COMP 414 if student has credit for COMP 514→COMP 414→unlocks 1 courses

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