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CO463/663
Winter 2019
(see: Waterloo LEARN)
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)
basic calculus (Taylor series/Implicit function
Theorem/continuity/convergence).
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Time:T-R 1:00-2:20PM; from Tues. Jan. 8 to Thurs. Apr. 4.
(Note NEW time is 1-2:20PM!)
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Location:
DWE 1515
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Office Hours: Thurs: 3-4PM and Fri: 11:30AM-12:30PM.
(or after class Tues/Thurs)
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TA: Haesol Im; office hour: Monday 10-11AM in MC5466.
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FINAL EXAM: Friday, April 12, 2019, 9:00 AM - 11:30AM, MC 4063
Main reference 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.)
Marking Scheme: HW 50%; Final 50%; Final exam on
Friday, April 12, 2019, 9:00 AM - 11:30AM, MC 4063
HOMEWORK
Expect 6 assignments - to be submitted at the beginning of the class
stated on the assignment.
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