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Convex optimization methods and their applications in various areas of data science including, but not limited to, signal and image processing, inverse problems, statistical data analysis, machine learning and classification. Basic theory, algorithm design and concrete applications.

Prerequisite: ²Ñ´¡Ìý141, 241, 242, or equivalent and ²Ñ´¡Ìý405 or equivalent; Some notions of elementary convex analysis are an asset but are neither required nor assumed known.

Typically offered in Fall only