MATH 563 Honours Convex Optimization

4 credits · Mathematics and Statistics · Faculty of Science · Offered: Winter

Honours level introduction to convex analysis and convex optimization: Convex sets and functions, subdifferential calculus, conjugate functions, Fenchel duality, proximal calculus. Subgradient methods, proximal-based methods. Conditional gradient method, ADMM. Applications including data classificat…

Prerequisites

MATH 223 or MATH 247 or MATH 236 or MATH 251. MATH 248 or MATH 314 or MATH 358. MATH 243 or MATH 255. COMP 202 or COMP 204 or COMP 208 or equivalent.

Prerequisite courses: COMP 202, COMP 204, COMP 208, MATH 223, MATH 236, MATH 243, MATH 247, MATH 248, MATH 251, MATH 255, MATH 314, MATH 358

Restrictions

Not open to students who have taken or are taking MATH 463.

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