CO463/663 Winter 2019
(see: Waterloo LEARN)Convex Optimization and Analysis
- "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 1:00-2:20PM; from Tues. Jan. 8 to Thurs. Apr. 4. (Note NEW time is 1-2:20PM!)
- Location: DWE 1515
- Office Hours: Thurs: 3-4PM and Fri: 11:30AM-12:30PM. (or after class Tues/Thurs)
- TA: Haesol Im; office hour: Monday 10-11AM in MC5466.
- FINAL EXAM: Friday, April 12, 2019, 9:00 AM - 11:30AM, MC 4063
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J.-B. Hiriart-Urruty and C. Lemaréchal, Fundamentals of Convex Analysis, Springer, 2004
(available online)
Latest Course Notes are updated after the lectures and 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: Monday 4 March 2019
