CO 463 Convex Optimization and AnalysisCombinatorics and Optimization (2009-2010)
An introduction to the modern theory of convex programming, its extensions and applications. Structure of convex sets, separation and support, set-valued analysis, subgradient calculus for convex functions, Fenchel conjugacy and duality. Lagrange multipliers, minimax theory. Algorithms for nondifferentiable optimization. Lipschitz functions, tangent cones and generalized derivatives, introductory non-smooth analysis and optimization.
Prerequisites: (CO 355 or 367/CM 442), (AMATH/PMATH 331 or PMATH 351); Cumulative overall average of at least 80%; Not open to General Mathematics students
Sections For Fall 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Wolkowicz, Henry | 02:30-03:50 M T W Th F | 1/5 | 1 | 1 | MC 4044 | 7256 | ||
| Held With: CO 663 | ||||||||
Sections For Spring 2009
CO 463 is not held in Spring 2009