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Dr. Michael P. Friedlander - Course Description

University of British Columbia
British Columbia, Canada

Numerical optimization is an important branch of applied mathematics, with diverse applications in fields such as machine learning, geophysics, and finance. In this course we will restrict our attention to the main algorithms for the numerical solution of unconstrained and constrained optimization problems. Our emphasis will be not only on theory, but on the computational aspects of solving large-scale problems that arise in practice. Many examples will be given, e.g., approximation and fitting, statistical estimation, and classification. Programming projects, using Matlab, will be assigned.