CO471/671 Spring-Summer 2019
(see: Waterloo LEARN)Semidefinite Optimization
- "The great watershed in optimization is not
between linearity and nonlinearity, but convexity and
nonconvexity."
(Rockafellar, 1993.)
Instructor Henry Wolkowicz (MC6312, x35589)
-
The course is self-contained but uses:
- basic linear algebra (vector
spaces/inner-products/basic matrix factorizations/eigen-decompositions)
basic calculus (Taylor series/Implicit function Theorem/continuity/convergence).
- Time:T-R 11:30-1:00PM; from Tues. May 7 to Tues. July 30.
- Location: RCH 208
- Office Hour: MC6312: Tues. 2-3PM (or after class Tues/Thurs)
-
TA office hour: MC5492, Fri. 2:30-3:30PM
- Grades are based on homework assignments.
Additional References to Class Notes:
- Chris Godsil Lecture Notes, local copy
- Semidefinite Optimization Lecture Notes, by M. Laurent and F. Vallentin. (& local copy)
Expect 3 sets of assignments.
Last Modified: Monday 8 July 2019
