MATH 6311. OPTIMIZATION ON BIG DATA. 3 Hours.
Introduction to big data analysis; real world applications of data science; linear system solutions; linear programming; duality theory; convex sets; convex functions; optimality conditions; unconstrained optimization; constraint optimization; conjugate direction methods; alternating direction method of multipliers; classification/regression models and algorithms; dimensionality reduction for visualization; projects on real data. Prerequisite: MATH 3330 or consent of the instructor.