MA 57400, Fall 2026
Numerical Optimization

Credit Hours: 3.00. Convex optimization algorithms using modern large-scale algorithms for convex optimization, with a heavy emphasis on analysis including monotone operator, fixed point iteration and duality in splitting methods. The course will cover and focus on the following three parts: smooth optimization algorithms, nonsmooth convex optimization algorithms, and stochastic and randomized algorithms. Permission of department required. Prerequisites: MA 51100 and MA 50400.

Instructor Info

Section Room Time Instructor Office
001 LWSN 1106 10:30AM MWF Xiangxiong Zhang

Course Materials

Section Type Title Author
ALL TEXT Large-Scale Convex Optimization: Algorithms & Analyses via Monotone Operators Emest K. Ryu, Wotao Yin

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