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The course presents continuous optimization techniques that have been developed to deal with the increasing amount of data. In particular, we look at optimization problems that depend on large-scale datasets, spatially distributed data, as well as local private data.

We will focus on three different aspects: (1) the development of algorithms to decompose the problem into smaller problems that can be solved with some degree of coordination; (2) the trade- off of cooperation vs. local computation; (3) how to design algorithms that ensure privacy of sensitive data.

This course is open to students of the M2 "Data Sciences".
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