CO463/663 Winter 2017
Convex Optimization and Analysis
- "The great watershed in optimization is not
between linearity and nonlinearity, but convexity and nonconvexity."
(Rockafellar, 1993.)
Instructor Henry Wolkowicz (MC6312, x35589)
- Handouts
- Syllabus Course/Marking
- Links/Announcements
- Sample problems/solutions MIT Convex Anal.
- A new algorithm that minimizes anything/everything
- 200 Best Jobs 2016
- Time: TR 11:30AM-1PM, Jan. 3 - Mar 30, 2017
- Location: DWE 3519
- Instructor Office Hour: Wed. 3PM
- Final Exam: new date/time is Thurs. Apr. 13, 4-6:30PM in MC 4041
-
J.-B. Hiriart-Urruty and C. Lemaréchal,
Fundamentals of Convex Analysis,
Springer, 2001
(available at reserve desk; 3 hour reserve)
Latest Course Notes are available at the LEARN webpage.
(Note that these notes are changing during the semester.)
Last Modified: Thursday 6 April 2017
