CO463/663 Winter 2019

(see: Waterloo LEARN)

Convex Optimization and Analysis

Instructor Henry Wolkowicz (MC6312, x35589)

    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).
  • Time:T-R 1:00-2:20PM; from Tues. Jan. 8 to Thurs. Apr. 4. (Note NEW time is 1-2:20PM!)
  • Location: DWE 1515
  • Office Hours: Thurs: 3-4PM and Fri: 11:30AM-12:30PM. (or after class Tues/Thurs)
  • TA: Haesol Im; office hour: Monday 10-11AM in MC5466.
  • 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
    Expect 6 assignments - to be submitted at the beginning of the class stated on the assignment.

  • Last Modified:  Monday 4 March 2019