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.)

Instructor Henry Wolkowicz (MC6065, x35589)

    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).
  • Time:T-R 2:30-4:00PM; from Thurs. Jan. 4 to Tues. Apr. 3.
  • Location: DWE 3519
  • Instructor Office Hour: 2-3 Wed. in MC6312 (or after class Tues/Thurs)
  • TA: Stefan Sremac, Office Hour: MC 6011, Wed. 1PM.
  • 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).
    Expect 6 assignments - to be submitted at the beginning of the class stated on the assignment.

  • Last Modified:  Friday 9 February 2018