Optimization: A Bootcamp for Machine Learning, Inverse Problems, and Control

Optimization is a foundational topic in mathematics, underpinning nearly all of our modern industrial and technological world. Assuming only basic knowledge of linear algebra and calculus, this book provides a rapid, yet thorough, overview of applied mathematical optimization for advanced undergraduates, beginning graduate students, or practitioners in science and engineering. The text opens with an “Optimization Bootcamp”, introducing methods at a beginning level, before progressing to deep-dives into advanced topics and research-ready methods. The focus throughout is on modern applications of machine learning, inverse problems, and control. Rich pedagogy includes Python code with simple working examples and advanced case studies. Every section is accompanied by YouTube lectures to encourage interaction with the material. Using intuitive explanations, this book makes the material as simple and interesting as possible, while still having the depth, breadth and precision required to empower use in research and real-world applications.

Steven L. Brunton is the Boeing AI and Data-Driven Engineering Professor of Mechanical Engineering at the University of Washington, where he is the Director of the NSF AI Institute in Dynamic Systems and the Director of the AI Center for Dynamics and Control. His research has been recognized with awards including the Presidential Early Career Award for Scientists and Engineers. Steve is also passionate about teaching math to engineers as an author of five textbooks and through his popular YouTube channel, 'eigensteve'.