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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
US Credits
2
ECTS Credits
4
Course Code
UGST4090