| Week 1: Jan. 3/5 ......... ......... | Introduction, Convex sets, convex hulls |
| Week 2: Jan. 10/12 | Extreme points and projections |
| Week 3: Jan. 17/19 | Separation |
| Week 4: Jan. 24/26 | Tangent and normal cones |
| Week 5: Jan. 31/Feb. 2 | Convex functions |
| Week 6: Feb. 7/9 | Differentiable convex functions |
| Week 7: Feb. 14/16 | Sublinear functions and norms |
| Week 8: Feb. 20-24 | NO LECTURES - READING WEEK |
| Week 9: Feb. 28 - Mar. 2 | Subdifferentials and set-valued functions |
| Week 10: Mar. 7/9 | Conjugation |
| Week 11: Mar. 14/16 | KKT conditions for convex optimization |
| Week 12: Mar. 21/23 | Numerical methods for convex optimization |
| Week 13: Mar. 28/30 | 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 Tuesday 2015-Sep-15.