CO 463/663 Syllabus (Winter 2018)

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.