E238C: Applied Optimization

Optimization is a fascinating topic that finds applications across a wide array of disciplines, including finance, energy, data science, physical sciences, public policy, social science, and more. After completing the course, students will have an entirely new perspective on designing systems using mathematical optimization. Specifically, this course provides students with an introduction to mathematical optimization from the point-of-view of data science applications, e.g. mobility, energy, finance. Foundational concepts include optimization formulations, linear programming, quadratic programming, convex optimization, and machine learning. Lectures focus on foundations, while the assignment(s) focus on a practical mini-project.