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CO463/663
Winter 2018
Convex Optimization and Analysis
"The great watershed in optimization is not
between linearity and nonlinearity, but convexity and nonconvexity."
(Rockafellar, 1993.)
The course is self-contained but uses basic linear algebra (vector
spaces/inner-products/basic matrix factorizations/eigen-decompositions)
and basic calculus (Taylor series/Implicit function
Theorem/continuity/convergence).
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Time:T-R 2:30-4:00PM; from Thurs. Jan. 4 to Tues. Apr. 3.
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Location:
DWE 3519
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Instructor Office Hour: 2-3 Wed. in MC6312
(or after class Tues/Thurs)
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TA: Stefan Sremac,
Office Hour: MC 6011, Wed. 1PM.
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FINAL EXAM: Monday April 9, 2018, 7:30-10:00PM, location MC 4064
Text:
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 ?????? ??????,
2018, at ??????location TBA).
HOMEWORK
Expect 6 assignments - to be submitted at the beginning of the class
stated on the assignment.
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