MA5052 - Mathematical optimization for machine learning

Objectives

General objective:

Modeling, taking uncertainty into account, theoretical aspects of global optimization, modern convex optimization (subdifferential and prox application), prerequisites for statistical learning and other applications.

Position in the programme

Linear programming, Integer programming, Simplex method, branch-and-bound, duality.

Hours

• Lecture : 20h

Form of assessment

Total assessment hours: 2