/convex

Primary LanguageJupyter Notebook

BU CS 507: Introduction to Optimization in Computing and Machine Learning

This is a repo for materials related to Boston University's course CS 507, maintained Alina Ene and Lorenzo Orecchia.

Course Description: Convex optimization algorithms and their applications to efficiently solving fundamental computational problems. Intended audience is advanced undergraduates and master students. Topics include modeling using mathematical programs, gradient descent algorithms, linear programming, Lagrangian duality, basics of complexity theory for optimization.

Offerings: Spring 2018, Spring 2019.