6FMAI19 Nonlinear optimization

The course begins in week 3, 2022 and will take about 15-17 weeks (one lecture per week). The tentative schedule is Wednesdays, 15-17 (but it can be adjusted if most students prefer it). The first lecture takes place on Wednesday, 19 January, at 15:15 in the seminar room "Kompakta rummet" 2A:638 in B-huset.

The course will evolve around the following topics

• first-order optimization
• stochastic methods
• saddle point problems
• second order methods

The goal of the course is to give a broad overview of various optimization algorithms. Students will be introduced to popular modern optimization techniques in nonlinear optimization and better understand the need for optimization in machine learning, engineering, and data science.

• calculus
• linear algebra
• programming (recommended)