CMPSCI 690-OP: Optimization for Computer Science: Spring 2016:
Professor Sridhar Mahadevan
CMPSCI 690-OP: Optimization for Computer Science: Spring 2016:
Professor Sridhar Mahadevan
Tue/Th 1:00-2:15
Room 142, CS Building
Many applications of computer science involve the application of sophisticated ideas from optimization theory. These can be categorized broadly into the following types: (i) resource allocation problems (ii) control, decision-making and planning (iii) approximation and estimation (iv) game theory. This course will provide a unified treatment of optimization methods used in these applications, focusing on a core set of geometric principles:
• Generalized distance measures, such as Bregman divergence, which unify most commonly used metrics such as Euclidean distance and KL-divergence
• The projection theorem in vector spaces, used widely in approximation and estimation
• The celebrated Hahn-Banach theorem, which underlies many important ideas in optimization
• The duality principle, which shows how to convert minimization problems into maximization problems using hyperplanes
• Differentials, in particular subgradients and subdifferentials.
Overview of the course
Instructor: Professor Sridhar Mahadevan
Email: last name without the “n” AT cs DOT umass DOT edu
Room 203, CS Building
Office hours: 2:30-3:30 Tu/Th