CO463/663 Winter 2020

(see: Waterloo LEARN)

Convex Optimization and Analysis

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:W-F 1:00-2:20PM; from Wed. Jan. 8 to Wed. Apr. 3.
  • Location: MC 4064
  • Office Hours: TBA (or after class Wed/Fri)
  • TA: ???? ; ????
  • FINAL EXAM: Friday, April 12, 2020, 9:00 AM - 11:30AM, MC 4063


  • Main reference to class notes: Further References

    Latest Course Notes are updated after the lectures and are available at the LEARN webpage.

    (Note that these notes are changing during the semester.)
  • Marking Scheme: HW 50%; Final 50%; Final exam on Friday, April 12, 2020, 9:00 AM - 11:30AM, MC 4063
  • HOMEWORK
    Expect 6 assignments - to be submitted at the beginning of the class stated on the assignment.





  • Last Modified:  Monday 4 November 2019