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 Fri. Apr. 3.
  • Location: MC 4064
  • Office Hours: Thursday 11:30AM-noon in MC6312 (or after class Wed/Fri)
  • TA Office Hour: Tuesday at 10-11 AM in MC5474
  • FINAL EXAM Schedule: Take Home Assignment VI/EXAM Due Friday, April 17.

  • Main references 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.)
  • NEW Marking Scheme as of Mar 20 2020: HW 75%; Final Assignment/Assessment 25%.
    Expect 6 assignments - to be submitted at the beginning of the class stated on the assignment.

  • Last Modified:  Saturday 4 April 2020