CMPSC 190A Introduction to Optimization
This course provides a rigorous yet accessible introduction to the algorithmic foundations of optimization, with a focus on problems and applications in computer science and engineering. Topics include convex sets and functions; unconstrained methods such as gradient descent and Newton’s method; projection and gradient‐projection; equality and inequality constrained optimization via Lagrange multipliers and KKT conditions; duality theory; stochastic gradient techniques; and subgradient methods for nondifferentiable problems.