Advanced Optimization Algorithms

Undergraduate Prerequisites: CAS MA 123 & 124, or equivalent and CAS CS 132 or equivalent; or conse nt of instructor. - Optimization algorithms, highlighting the fruitful interactions between discrete and continuous. Intended audience is advanced master students and doctoral students. Topics include gradient descent algorithms, online optimization, linear and semidefinite programming, duality, network optimization, submodular optimization, approximation algorithms via continuous relaxations.