CSE 290O Algorithmic Foundations of Convex Optimization

Focuses on some of the foundational aspects of convex and its relationship to modern machine learning. Discusses positive results--how can you solve convex optimization problems--and negative ones with statements like This family of problems is too hard to be solved in reasonable time. Course is divided into three parts, each exploring a different aspect of convex optimization: 1) algorithmic frameworks; 2) Oracle complexities; 3) the power of randomness. Through this course students are exposed to general concepts of convex geometry, learning theory, and rigorous proofs. (formerly CMPS 290O.)