Handouts so far
- Syllabus
- Course requirements and marking policy
- Problem Set 1
- Problem Set 2
- Problem set 1 solutions have been posted on UW-ACE.
- Problem Set 3
- Problem set 2 solutions have been posted on UW-ACE.
- Problem set 3 solutions have been posted on UW-ACE.
- Problem Set 4
- Problem Set 5
- Problem set 4 solutions have been posted on UW-ACE.
- Problem set 5 solutions have been posted on UW-ACE.
- Problem Set 6
- Problem Set 7
- Problem set 6 solutions have been posted on UW-ACE.
- Problem set 7 solutions have been posted on UW-ACE.
- Problem Set 8, reposted on Nov 28 with a correction to Q4(a). The proof of the containment theorem concerning the ellipsoid algorithm is available in an excerpt from the book Nonlinear Optimization: Complexity Issues by Vavasis, Oxford Science Press, 1991, which has been posted to UW-ACE.
Some relevant websites
Course goal
To learn fundamentals of convex sets and convex functions and optimization algorithms for convex problems.Course time and location
Tuesdays and Thursdays, 2:30-3:50, MC 4060.Instructor
S. VavasisMC 6054
519-888-4567 ext. 32130
Email: vavasis@math.uwaterloo.ca
Office hours: Wednesdays and Thursdays 1:00-2:30.
Teaching Assistant
Marcel SilvaText
J.-B. Hiriart-Urruty and C. Lemaréchal, Fundamentals of Convex Analysis, Springer, 2001
Prerequisites
- For undergraduates: (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.
- For graduate students: solid background in linear algebra, multivariate calculus and real analysis.