Prerequisite: ENEE324 or STAT400; MATH240 or MATH461. Cross-listed with ENTS669F. Credit only granted for ENEE469O or ENTS669F.
Students will be introduced to linear, nonlinear, unconstrained, constrained optimization. Convex optimization will be high lighted. Applications will be considered, in particular in the area of machine learning. Some optimization algorithms may be discussed, time permitting.