The course covers several topics on optimization theory, numerical algorithms, machine learning, and different applications. It provides a basic understanding of the area and yet identifies important challenging problems for research. In particular, the students learn about the role of convex and conic optimization in machine learning and data science (such as lasso type algorithms) and how to apply these techniques to real-world data for human brain, transportation, power systems and many others. The course also discusses the design of efficient algorithms for solving large-scale learning problems.
