MS&E111/211 Introduction to Optimization 2023-2024 Autumn

| Announcements (Updated Frequently) | General Info | Course Info | Handouts | Assignments |

Welcome to MS&E 111/211, 2023-2024!

This course emphasizes theories, algorithms and recent progresses in Linear and Nonlinear Optimization---one of the central mathematical decision models in Science, Engineering, Management and Operations Research. Topical highlights of this year in Data Science and Machine Learning are: Online Pricing and Resource Allocation, Markov Decision Process and Reinforcement Learning, Data Classification via Wasserstein Barycenter, Sensor-Network Localization, Neural-Learning Verification, Distributionally Robust Decisioning and Learning, Economic/Game Equilibrium, Financial Techniques and Risk Management, Sparse and Low Rank Regression, ...
Look "Course Info" page for more information.

Lecture notes in "Handouts" page may be updated and please check them frequently.