WClasses

CO 663 - Convex Optimization and Analysis

An introduction to the modern theory of convex programming, its extensions and applications. Structure of convex sets, separation and support, subgradient calculus for convex functions, Fenchel conjugacy and duality, Lagrange multipliers. Ellipsoid method for convex optimization.

Prerequisites

Corequisites

None

Antirequisites

None

Offerings

Winter 2026 [1261]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6143	7 / 21	13:00 - 14:20	T,Th

Winter 2025 [1251]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6241	9 / 21	10:00 - 11:20	T,Th

Winter 2024 [1241]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6291	13 / 21	09:30 - 10:20	M,W,F

Winter 2023 [1231]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6470	20 / 29	14:30 - 15:50	T,Th	QNC 1507	Walaa Moursi

Winter 2022 [1221]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6404	25 / 25	10:00 - 11:20	M,W	HH 227	Walaa Moursi
LEC 002	8320	0 / 10	10:00 - 11:20	M,W		Walaa Moursi

Winter 2021 [1211]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 041	6455	17 / 30				Walaa Moursi
TUT 141	9188	17 / 30	11:00 - 11:50	W		Walaa Moursi

Winter 2020 [1201]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6317	20 / 25	13:00 - 14:20	W,F	MC 4064	Henry Wolkowicz

Winter 2019 [1191]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6230	15 / 20	13:00 - 14:20	T,Th	DWE 1515	Henry Wolkowicz

Winter 2018 [1181]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6341	10 / 20	14:30 - 15:50	T,Th	DWE 3519	Henry Wolkowicz

Winter 2017 [1171]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	8100	12 / 20	11:30 - 12:50	T,Th	DWE 3519	Henry Wolkowicz

Fall 2015 [1159]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6417	10 / 20	16:00 - 17:20	T,Th	MC 4040	Henry Wolkowicz

Fall 2014 [1149]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6099	11 / 15	10:30 - 11:20	M,W,F	QNC 2501	Stephen Vavasis

Fall 2013 [1139]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5763	9 / 30	11:30 - 12:20	M,W,F	MC 4064	Levent Tuncel

Fall 2012 [1129]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5715	9 / 30	11:30 - 12:50	T,Th	MC 4060	Henry Wolkowicz

Fall 2011 [1119]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5585	18 / 30	14:30 - 15:50	T,Th	MC 4060	Stephen Vavasis

Fall 2010 [1109]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5695	7 / 11	14:30 - 15:50	T,Th	MC 4044	Levent Tuncel

Fall 2009 [1099]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7257	14 / 11	14:30 - 15:50	T,Th	MC 4044	Henry Wolkowicz

Fall 2007 [1079]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5264	7 / 15	13:00 - 14:20	T,Th	MC 5045	Henry Wolkowicz

Fall 2005 [1059]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3694	16 / 20	13:30 - 14:20	M,W,F,R,C,H		Chek Beng Chua

Fall 2004 [1049]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4701	11 / 20	13:30 - 14:20	M,W,F,D,W,E		Chek Beng Chua

Fall 2002 [1029]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5110	7 / 20	09:30 - 10:20	M,W,F,M,C		Henry Wolkowicz