CMPSC 292F Optimization
This first-year graduate course offers a rigorous yet accessible introduction to the algorithmic foundations of optimization, emphasizing both theory and applications in computer science and engineering. Topics include convex sets and functions, necessary and sufficient conditions for optimality, unconstrained and constrained optimization (gradient descent, Newton’s method, projection methods, Lagrange multipliers, KKT conditions), duality theory, and augmented Lagrangian methods.