E238A: Optimization: Theory and Applications

The course covers topics on optimization theory, numerical algorithms and various applications. It provides a basic understanding of different types of optimization problems, both convex and non-convex, together with major numerical algorithms associated with each class of optimization problems. In particular, the students will learn about the role of convex and conic optimization in machine learning and data science (such as lasso type algorithms) and how to apply these techniques to real-world data for transportation, power systems and many others. The course also discusses the design of efficient algorithms for solving large-scale learning problems.