Title Optimization for Data Science Number MAL7XXX

Department Mathematics L-T-P-D [C] 2–0–0–0 [2]

Offered for M.Tech. (DCS) Type Core
Prerequisite None

Objectives

1. To provide the students with Optimization Techniques used in Data Sciences and related fields.
2. To equip the students with sufficient tools in numerical optimization which can be used in their
areas of interest.

Learning Outcomes

1. Understanding of line search and iterative methods.

2. Algorithms for optimization using techniques like Penalty method and interior point methods.
3. Working and understanding of optimality conditions and KKT method.

Contents

Unconstrained Optimization [14 Lectures]: Convex sets and functions, Optimality

conditions: First order, second order, line search methods, least squares, steepest descent,
newton method, Quasi-Newton Method, conjugate gradient methods.

Constrained Optimization [14 Lectures]: barrier method, penalty method, interior point
methods, KKT method and Lagrangian Duality, simplex, Frank and Wolfe method, applications
to dynamic programming and optimal control.

Textbook

1. Amir Beck, Introduction to Nonlinear Programming (2014), Theory, Algorithms and

Applications with Matlab, MOS-SIAM Series on Optimization.
2. M.S.Bazaraa, H.D. Sherali, and C.M.Shetty (2006), Nonlinear Programming: Theory and
Algorithms, Third Edition, Wiley.

Reference Books:

1. Luenberger, D.G.; Ye Y. (2008), Linear and nonlinear programming, International Series

in Operations Research & Management Science, Springer.
2. Mykel J. Kochenderfer, Tim A. Wheeler (2019), Algorithms for Optimization, The MIT Press.

Online Course Material:

1. Shevade, Shirish K., Numerical Optimization , NPTEL Course Material, Department of

Computer Science and Automation, IISc Bangalore,
https://nptel.ac.in/courses/106/108/106108056/