Calculus to the level of ODEs, partial derivative and multiple integrals, some knowledge of PDEs helpful but not essential. Students should have a certain comfort level with dealing with advanced ...
This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...
"What's the difference between mathematical optimization and machine learning?" This is a question that — as the CEO of a mathematical optimization software company — I get asked all the time.
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