Course

MATH-329: Continuous optimization

Summary

This course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems.

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/continuous-optimization-MATH-329

Moodle Page

http://go.epfl.ch/MATH-329

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Summary

Lectures

Instructors

Official source

https://edu.epfl.ch/coursebook/en/continuous-optimization-MATH-329

Moodle Page

http://go.epfl.ch/MATH-329

About this result

Lectures in this course (2)

Convex Functions Log in to Mediaspace to watch this video

Covers the properties and operations of convex functions.

Projected Gradient Descent Log in to Mediaspace to watch this video

Explores convex constrained optimization through Projected Gradient Descent, focusing on tangent space and iterative minimization.

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