CO 463/663 Syllabus (Winter 2019)

Week 1: Jan. 8/10 ......... ......... Introduction, Convex sets, convex hulls
Week 2: Jan. 15/17 Extreme points and projections
Week 3: Jan. 22/24 Separation
Week 4: Jan. 29/31 Tangent and normal cones
Week 5: Feb. 5/7 Convex functions
Week 6: Feb. 12/14 Differentiable convex functions
Week 7: Feb. 18-22     NO LECTURES - Family Day and READING WEEK
Week 8: Feb. 26/28 Sublinear functions and norms
Week 9: Mar. 5/7 Subdifferentials and set-valued functions
Week 10: Mar. 12/14 Conjugation
Week 11: Mar. 19/21 KKT conditions for convex optimization
Week 12: Mar. 26/28 Numerical methods for convex optimization
Week 13: Apr. 2/4 Semidefinite programming

Henry Wolkowicz, Department of Combinatorics and Optimization, University of Waterloo, 200 University Ave. W., Waterloo, ON N2L 3G1, hwolkowicz@uwaterloo.ca.

handed out Tuesday 2019-Jan-8.