Introduction to Optimization
Undergraduate Program Status
Course Description
This course will provide a comprehensive introduction to optimization including convex and non-convex optimization and principal component analysis providing various real life examples.
Learning Outcomes
By the end of the course, students will understand the notions linear programming, convex and non-convex optimization, and will be able to use these concepts effectively.
Assessment
Homework (10%), Group project (40%), Final (50%)
Prerequisites
Introduction to Statistics, Advanced Multivariate Calculus, Linear Algebra, and Statistics or equivalent
Course Level
Bachelor's
Course Open to
Students on-site
Academic Year
2023-2024
Term
Winter
Host Unit
Instructor
US Credits
2
ECTS Credits
4
Course Code
UGST4090