CIS 6930: Mathematical Methods for Intelligent Systems II
Schedule: MWF, 3rd Period
Location: MCCB 3124

Texts:

  1. Notes and on-line material 
Instructor: Prof. Anand Rangarajan, CSE E352. Phone: 352 392 1507, Fax: 352 392 1220, email: anand@cise.ufl.edu

Office hours: Anand: MWF 10:30-11:30AM or by appointment.

Grading:
  1. Homeworks: 25%.
  2. Project: 25%
  3. Two Midterms: 25% each.
Notes:
  1. Prerequisites: Basic calculus and probability theory
  2. Homeworks/programs will be assigned bi-weekly. Please use MATLAB for the programming exercises.
  3. Depending on the class size, the project will be either individual or in groups of two.
  4. A set of formal notes which will evolve with the course can be found here.


Syllabus
Constrained Optimization: Lagrange parameters, primal/dual formulations, barrier functions.
Linear Programming: Simplex and interior point methods.
Calculus of Variations: Euler-Lagrange equations, necessary and sufficient conditions.
Probability and Information Theory: law of large numbers, inequalities, maximum entropy.