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)

  • Time: TR 4:00-5:20PM
  • Location: MC 4040
  • Instructor Office Hour: Tuesday 10:30-11:30AM
  • 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
      Picture of Hiriart textbook cover
      (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.



    • Last Modified:  Saturday 30 January 2016
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