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This course offers an introduction to optimization models and their applications, ranging from machine learning and statistics to decision-making and control, with emphasis on numerically tractable problems, such as linear or constrained least-squares optimization. The course covers two main topics: practical linear algebra and convex optimization.

The image on the left shows a graph of the Senators in the 2004-2006 US Senate, that is obtained by solving a specific optimization problem involving the estimation of covariance matrices with sparsity constraints. (For more details, see here.)

To communicate: use Piazza.

To ask questions about the course material: use the livebook platform.

Link to UC Berkeley Schedule of classes: here.

Outline: here.

Final exam: Thursday, 5/15, at 3:00pm in 145 Dwinelle.