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CO463/663
Fall 2015
Convex Optimization and Analysis
"The great watershed in optimization is not between linearity and nonlinearity, but convexity and nonconvexity." (
Rockafellar, 1993
.)
Instructor
Henry Wolkowicz
(MC6065, x35589)
Handouts
Syllabus
Course/Marking
Links/Announcements
Sample problems/solutions MIT Convex Anal.
A new algorithm that minimizes anything/everything
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Time: TR 4:00-5:20PM
Location:
MC 4040
Instructor Office Hour: Tuesday 10:30-11:30AM
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TA:
Dessalegn Hirpa, MC5488, x32159
, Office Hour: Monday 2-3PM.
Final Exam: Tues. Dec. 15, 2015, 4-6:30PM. MC 4064.
Text:
J.-B. Hiriart-Urruty and C. Lemaréchal,
Fundamentals of Convex Analysis
, Springer, 2001
(available at reserve desk; 3 hour reserve)
Further References
Latest Course Notes are available at the
LEARN webpage
.
(Note that these notes are changing during the semester.)
Marking Scheme:
HW 50%; Final 50%; Final exam on Tues. Dec 15, 2015, at 3PM (location TBA).
HOMEWORK
Expect 6 assignments - to be submitted at the beginning of the class stated on the assignment.
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Last Modified: Saturday 30 January 2016