CSE535: Theory of Optimization and Continuous Algorithms
Catalog Description: Theoretical foundations of convex optimization and continuous algorithms. First-order methods, rates of convergence, and acceleration; gradient, subgradient, and mirror descent. Randomization, stochastic descent, leverage scores and sampling. Interior point methods. Linear systems in convex optimization. Algorithmic applications.Prerequisities: (none listed) Credits: 4.0
Portions of the CSE535 web may be reprinted or adapted for academic nonprofit purposes, providing the source is accurately quoted and duly creditied. The CSE535 Web: © 1993-2020, Department of Computer Science and Engineering, Univerity of Washington. Administrative information on CSE535 (authentication required).