Optimization Methods for Data Science I

4 credits

Introduction to convexity: convex sets, convex functions; geometry of hyperplanes; support functions for convex sets; hyperplanes and support vector machines. Linear and quadratic programming: optimality conditions; duality; primal and dual forms of linear support vector machines; active-set methods; interior methods. Students may not receive credit for both DSC 123A and MATH 173A. Prerequisites: MATH 20C or MATH 31BH and MATH 18 or 31AH. Students who have not completed listed prerequisites may enroll with consent of instructor.