The purpose of the course is to introduce the basic notions of linear algebra and its applications.
This course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems.
We develop, analyze and implement numerical algorithms to solve optimization problems of the form: min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemannian geometry (with a focus dictated by pragmatic concerns). We also discuss several applications.