Winter 2024 STAT 31015-1

Course: STAT 31015=BUSN 36903, CAAM 31015, CMSC 35470, TTIC 31070

Title: Mathematical Computation IIA: Convex Optimization

Instructor(s): Zhiuan Li

Teaching Assistant(s): TBA

Class Schedule: MW 11:00 AM-12:20 PM in TTIC 530

Description: The course will cover techniques in unconstrained and constrained convex optimization and a practical introduction to convex duality. The course will focus on (1) formulating and understanding convex optimization problems and studying their properties; (2) understanding and using the dual; and (3) presenting and understanding optimization approaches, including interior point methods and first order methods for non-smooth problems. Examples will be mostly from data fitting, statistics and machine learning.