CO 463Convex Optimization and Analysis
- Units
- 0.50
- Faculty
- Mathematics
When it runs
- F24
- W25
- S25
- F25
- W26
- S26
- F26
- W27
- S27
Ran in 2 of the last 7 terms. Winter 2027: scheduled, 2 lecture sections. Spring 2027: schedule not out yet.
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
- Complete all of the following
- Must have completed at least 1 of the following:
- Must have completed at least 1 of the following:
- Earned a minimum cumulative overall average of 80
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Winter 2027 sections
| Section | Class | Enrolled | Meets |
|---|---|---|---|
| LEC 001 | 5932 | 0 / 19 | TTh 13:00–14:20 |
| LEC 701 | 2325 | 10 / 9999 | Online or by arrangement |
Resources
Around the web
Found by uwloo’s link finder, which checks that each page names CO 463.
- Course Notes Course notes · david-duan.me · posted on r/uwaterloo Mar 2022 Remove
Reviewed on UW Flow
100% liked it56% easy75% useful
From 5 ratings and 1 comment on UW Flow. The most helpful comments, quoted as written, without names. Read them all on UW Flow.
I had with professor Vavasis, very kind, lectures started easy and the first half was revolving convex analysis (sets and functions) then we jumped into duality and KKT conditions, This part the proofs got so long and hard to understand, He tried to give intuition but it was not enough, after duality we did about 2,3 weeks the algorithms to solve convex opt questions, we covered ellipsoid method and First order methods. The assignments were kinda not related to the proofs we were doing in class, but still it was nice and marking was pretty chill (Thanks to the TA), final was the easiest final I had in Waterloo, it also had bonuses so getting 100 in the course was not hard (at least for…
Apr 2024 · liked itOn UW FlowRemove this
Discussed on r/uwaterloo
44 posts and comments in 36 threads mention CO 463, March 2016 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.
Fall 2024
CO course comparison 3 points, 7 comments
u/amsyed10385: “… Options for me are: CO 444 Algebraic Graph Theory CO 481 Quantum Info CO 463 Convex Optimization CO 353 Discrete Optimization Anyone who has taken one or more of these? Preferably if you can compare two courses difficulty and how time consuming it is. …”
u/batson2002: “… CO463 is notoriously hard. CO444 was super fun if you like graph theory and group theory (like PMATH347) or even just linear algebra. Can't comment on CO353. …”
Easiest Faculty of Mathematics Course for Engineering AI option 5 points, 7 comments
u/Agishan: “Out of these what is the best option CO367 \- Nonlinear Optimization (0.50) CO456 \- Introduction to Game Theory (0.50) CO463 \- Convex Optimization and Analysis (0.50) CO466 \- Continuous Optimization (0.50) CS452 \- Real-Time Programming (0.50) CS479 \- Neural Networks (0.50) …”
Manageable Course Load 1 point, 1 comment
u/DidYouTrainNeckToday: “Going into 4a. How realistic/manageable is this course load: CO452, CO481, CO463, STAT443, MTHEL300.?For context I didn't take advanced courses in first/second year and I'm about an 80% average student. Thanks.”
Spring 2024
Best CO minor courses to take outside of the requirements? 3 points, 7 comments
“What are some recommendations? I'd like to choose mainly based on how useful/interesting the courses are, but wouldn't want them to be overly difficult either. TIA!”
u/batson2002: “co courses and overly difficult aren’t really words that go together, the courses you’ve listed are generally quite difficult (367 being the hardest imo). …”
u/mreifslp: “Do you know how CO 351 and CO 367 compare in difficulty and content to CO 450, CO 463, and CO 466?”
Rank the courses you've taken from hardest to easiest 20 points, 43 comments
“I'm curious”
u/Different_Guess7202: “CO 471 >>>>>>> CS 146 > CO 255 > CO 442 > CS246E > STAT 241 > CS 145 > MATH 148 > CO 463 > MATH 247 > STAT 240 > CS 240E > MATH 245 > MATH 145 > MATH 146 > PMATH 351 > MATH 147 > MATH 249”
Could someone tell me the difference between Computational Mathematics and Combinatorics and Optimization? 6 points, 8 comments
“Hi, everyone. I'm a fall 2024 undergraduate student of the Faculty of Mathematics. I read some information about my faculty's programs to help me decide. …”
u/djao: “… The CO courses that are relevant to machine learning are CO 463, CO 466, and CO 471.”
CO 456 and CO 367 or CO 351 6 points, 4 comments
“As the title suggests how doable would it be for me to do CO 456 along with CO 367 or CO 351? And can anyone give me a rundown on the difficulty between these 3? …”
u/mreifslp: “… 463 (convex optimization), and 466 (continuous optimization), or taking three of CO 351, 367, 450, 463, and 466. …”
Winter 2024
cs251 usefulness 3 points, 6 comments
“Course selection coming up thinking about what courses to take on top of cs240, cs241, math239, and afm274 for 2B CFM. Debating between math235 (linalg) and cs251 and bird courses right now. …”
u/Stranger_Natural: “Cs251 was an annoying course that I learned almost nothing from. Math235 (and in particular, anything that gives you more exposure to linear algebra) is very very useful if you want to take CO 250/255/463, and from what I’ve heard, it also helps with CO 481 and CS 480.”
Interesting pmath/co courses? 3 points, 2 comments
“What are some particularly interesting pmath/co courses? I don’t have space to take many of them, but wish to maximize my utility. One course I know I want to take is pmath 351. Any other suggestions?”
u/Alone_Letterhead2671: “… CO 463, CO 466, and CO 471 are the optimization courses that requires some analysis and it's pretty useful for Statistics, and Machine learning theory. I've heard some people used Convex optimization (463) in their work too. I currently doing these route. …”
Fall 2023
CO463 DIFFICULTY 2 points, 0 comments
u/Sufficient-Cry-1255: “I am going to take CO463 next term with Professor Vavasis. How hard is this course?”
4A COURSELOAD? 1 point, 0 comments
u/Sufficient-Cry-1255: “AFM423 PMATH351 ACTSC446 CO463 STAT443”
Winter 2023
CO Courses for Machine Learning 7 points, 8 comments
“I heard that CS 480 was missing a lot of prerequisites : they expect the students to know a bunch of CO related or STAT related stuff. …”
u/positivity_nerd: “… The course is extremely relevant in my opinion and is very modern( We had a theorem from 2021) .Another one would be CO 463- convex optimization and analysis. …”
u/Novel_Brain9700: “Would you recommend taking CO 367 or taking one of CO 466 or 463 instead, because I am taking CO 255 and I don't know how much overlap will the two courses have (since most courses that require CO 367 as a prerequisite allow CO 255 as a substitution)”
u/Novel_Brain9700: “Thank you very much, this is really helpful! Another question, how are the workloads and the assignments in CO 367, 463 and 466? Do you find them manageable or difficult?”
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