Week 1: Jan. 4 ......... ......... | Introduction, Convex sets, convex hulls |
Week 2: Jan. 9/11 | Extreme points and projections |
Week 3: Jan. 16/18 | Separation |
Week 4: Jan. 23/25 | Tangent and normal cones |
Week 5: Jan. 30/Feb. 1 | Convex functions |
Week 6: Feb. 6/8 | Differentiable convex functions |
Week 7: Feb. 13/15 | Sublinear functions and norms |
Week 8: Feb. 20-22 |     NO LECTURES - READING WEEK |
Week 9: Feb. 27 - Mar. 1 | Subdifferentials and set-valued functions |
Week 10: Mar. 6/8 | Conjugation |
Week 11: Mar. 13/15 | KKT conditions for convex optimization |
Week 12: Mar. 20/22 | Numerical methods for convex optimization |
Week 13: Mar. 27/29 | Semidefinite programming |
Week 14: Apr. 3 | Classes end |
Henry Wolkowicz, Department of Combinatorics and Optimization, University of Waterloo, 200 University Ave. W., Waterloo, ON N2L 3G1, hwolkowicz@uwaterloo.ca.
handed out Thursday 2018-Jan-4.