Featured Courses

MATH 485 - Convex Optimization

This course lays the theoretical and algorithmic foundations of convex optimization problems. We provide a fairly general understanding of a wide class of problems including linear programming, quadratic programming, and geometric programming.
Lars Ruthotto

MATH 789R - RTG Seminar on Computational Mathematics for Data Science

In this seminar, we discuss one recent work at the interface of applied mathematics and machine learning with the goal of exposing new research questions.

MATH 789R - Reading Seminar on Mathematics of Machine Learning

In this seminar, we discuss one recent work at the interface of applied mathematics and machine learning with the goal of exposing new research questions.

CS 584 - Numerical Methods for Deep Learning

This course provides students with the mathematical background needed to analyze and further develop numerical methods at the heart of deep learning.

MATH 347 - Introduction to Nonlinear Optimization

This advanced undergraduate course introduces nonlinear optimization problems, optimality conditions, and examples from different domains including finance, machine learning, and imaging.

Workshops

Introduction to Deep Generative Modeling

Interactive three-hour mini-course held most recently in the 2021 Spring School on Models and Data, University of South Carolina.

Numerical Methods for Deep Learning

Mini-course most recently held at the Scuola Normale Superiore, Pisa (2019) and previously at the TU Berlin (2017) and TU Chemnitz (2018).

Numerical Methods for PDE-Constrained Optimization

This short course, held at the Doktorandenkolleg in Weissensee, gives an introduction into numerical methods for PDE-constrained optimization.

Other Courses

MATH 516 - Numerical Analysis II

This course, which is part two of our three-part graduate sequence on numerical analysis, focusses on optimization, root finding, interpolation, differentiation, integration, and differential equations.

MATH 789R - Bayesian Inverse Problems and Uncertainty Quantification

This special topics course introduces basic concepts as well as more recent advances in Bayesian methods for solving inverse problems.

MATH 211 - Multivariable Calculus

Third part of our standard calculus sequence.

MATH 346 - Introduction to Optimization Theory

This undergraduate course provides the fundamental theory for optimization problems (linear, quadratic, nonlinear, combinatorial).