CO463/663 Winter 2017
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
- 200 Best Jobs 2014
- Time: TR 11:30AM-1PM, Jan. 3 - Mar 30, 2017
- Location: DWE 3519
- Instructor Office Hour: ?????
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TA:
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- Final Exam: ???? . ???? . ???? , 2017, ????
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J.-B. Hiriart-Urruty and C. Lemaréchal,
Fundamentals of Convex Analysis,
Springer, 2001
(available at reserve desk; 3 hour reserve)
Latest Course Notes are available at the LEARN webpage.
(Note that these notes are changing during the semester.)Expect 6 assignments - to be submitted at the beginning of the class stated on the assignment.
Last Modified: Thursday 27 April 2017
