The course covers several topicson optimization theory, numerical algorithms, machine learning, and differentapplications. It provides a basic understanding of the area and yet identifies important challenging problems for research. In particular, the students learnabout the role of convex and conic optimization in machine learning and datascience (such as lasso type algorithms) and how to apply these techniques toreal-world data for human brain, transportation, power systems and many others. The course also discusses the design of efficient algorithms for solvinglarge-scale learning problems.
