CSE 592: Convex Optimization

The course will cover techniques in unconstrained and constrained convex optimization and a practical introduction to convex duality. The course will focus on (1) formulating and understanding convex optimization problems and studying their properties; (2) presenting and understanding optimization approaches; (3) understanding the dual problem; and (4) stochastic optimization methods. Theoretical analysis of convergence properties of methods will be presented. Examples will be mostly from data fitting, statistics, and machine learning.