MS&E314 Optimization Algorithms in Market Design, Data Science and Machine Learning Winter 2023-2024

| Announcements (Check it!) | General Information | Course Outline | Handouts | Assignments |

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Announcements

Welcome to MS&E314, 2023-2024!
Check Course Information for the description of the course, and General Information of the logistics of the course - ongoing.
Highlights of this year's topics/applications are Online Pricing and Resource Allocation, Linear and Nonliner Market Design, Markov Decision Process and Reinforcement Learning, Data Classification via Wasserstein Barycenter, Distributionally Robust Decisioning and Learning, Economic/Game Equilibrium, Financial Techniques and Risk Management, Sparse and Low Rank Regression, Conic Optimization, Steepest Descent Method, Accelerated Descent, BCD methods, SGD methods, ADMM methods, Interior-Point Methods, Lagrangian relaxations, Optimization with random samplings and column generation, and other fast/heuristic Algorithms for nonconvex optimization with certain provable guarantee...

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| Stanford University | MS&E Dept |