EE698U: Optimization for Big Data

Course Instructor
Dr. Ketan Rajawat
Course Description

This course covers complexity results for first order and related optimization algorithms. Such algorithms are widely applied to numerous problems in machine learning, signal processing, communications, etc. and have witnessed a surge in popularity since the advent of Big Data around 2005. Wherever possible, we will attempt to follow a generic template for the proofs, thereby unifying a large number of results in the literature.