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

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