MA 57400: Numerical Optimization

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Convex optimization algorithms using modern large-scale algorithms for convex optimization, with a heavy emphasis on analysis including monotone operator, fixed point iteration and duality in splitting methods. The course will cover and focus on the following three parts: smooth optimization algorithms, nonsmooth convex optimization algorithms, and stochastic and randomized algorithms. Permission of department required. Prerequisites: MA 51100 and MA 50400.

Course MA 574 from Purdue University - West Lafayette.