CO 466Continuous Optimization
- Units
- 0.50
- Faculty
- Mathematics
When it runs
- F24
- W25
- S25
- F25
- W26
- S26
- F26
- W27
- S27
Ran in 3 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.
Numerical algorithms for nonlinear optimization. Newton, variable-metric, quasi-Newton and conjugate gradient methods. Obtaining derivatives. Convexity. Trust region methods. Constrained optimization including optimality conditions, sequential quadratic programming, interior point, and active set strategies.
Prerequisites
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Fall 2026 sections
| Section | Class | Enrolled | Meets |
|---|---|---|---|
| LEC 001 | 6417 | 11 / 15 | TTh 10:00–11:20 |
Reviewed on UW Flow
57% liked it75% easy88% useful
From 7 ratings and 3 comments on UW Flow. The most helpful comments, quoted as written, without names. Read them all on UW Flow.
Walked into this course expecting to learn a ton of modern applications of continuous optimization, walked out unsatisfied. Think twice if you are less interested in the classic 80s optimization techniques. This course is not a replacement for CO 673. Also depends on the prof the workload may vary a lot. Took it with Prof Wolkowicz.
Dec 2023 · didn’t like itOn UW FlowRemove this
Took this with Henry Wolkowicz. Great guy and he makes the lecture really interesting, although I do think this offering is much easier than Tuncel's offering of the course and this class would benefit much more from organized notes and lectures. Assignments are fairly straightforward, and office hours are really helpful. Final was a bit hard, but the final grades come out fine.
Oct 2023 · liked itOn UW FlowRemove this
A really interesting course! Might not be as hard as you think (what I mean is that it's reasonably challenging, which is what you should expect). Btw, Levent Tuncel gave same assignments to undergrads and grads, but still worth taking the course with him because he satisfies all the requirements for being an excellent professor
Dec 2020 · liked itOn UW FlowRemove this
Discussed on r/uwaterloo
27 posts and comments in 21 threads mention CO 466, April 2017 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
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) …”
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?”
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.”
Winter 2024
Is the CS degree even worth it? 5 points, 11 comments
“Just finished my 1B in CS, and I'm not too sure if I want to continue in this program. Back when I was applying to universities I applied for mostly math programs, and CS at Waterloo was the only CS …”
u/positivity_nerd: “… I would recommend taking CO 367, 353 and 466. For stats, take 341,441,440,444, 331 and 333. Also 430 if you are into experimental design but only take it if Prof Nathaniel Stevens is teaching it. …”
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
Easiest 300-400 Math Course? 1 point, 4 comments
“Better if I can take it online. Math course includes ACTSC, AMATH, CO, CS, MATBUS, MATH, PMATH, and STAT.”
u/gamesatosi: “CO466, 5 assignments and 1 take home exam”
Spring 2023
4th year CO with Henry Wolkowicz 2 points, 1 comment
u/Novel_Brain9700: “… There's a course that I really would like to take next term (CO 466) but it's taught by Henry and I heard mixed review about it but it's all from pretty long ago so would appreciate a more recent review”
Winter 2023
What minor should I take for data science? 2 points, 4 comments
“I’m in engineering so I’d be taking an option. I want to go into data science/ML and maybe even peak into quant roles. I know hedge funds like Statistics and Math. …”
u/positivity_nerd: “… For CO, take the optimization courses as they are extremely relevant to ML for example CO 466. …”
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: “CO 466(continuous optimization) teaches about unconstrained, constrained and large scale optimization methods. 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?”
u/positivity_nerd: “… I would say similar to an advanced math course CO 466- most difficult course I have ever taken. …”
Spring 2021
Should I drop MATH 247? 1 point, 9 comments
[deleted]: “… If you want to take CO 463/466/471, you'll only ever need PMATH 331, which you can take with 237. PMATH is strangely addicting, but at some point you have to cut yourself off from unnecessary abstraction if you think its taking away too much of your time from other things. …”
Winter 2021
Courses for Machine learning/ Deep learning 6 points, 4 comments
u/Traditional-Living11: “… CO 466/367/353 seems helpful for optimizations. AMath also has some course about real analysis which I’ve hear are helpful. I obviously don’t have unlimited space in my schedule and I don’t wanna take a semester with 5 really demanding courses. …”
Fall 2020
Engineering AI option math course 4 points, 9 comments
u/CounterbalancedOne: “… or CS courses: CO 456 Introduction to Game Theory CO 463 Convex Optimization and Analysis CO 466 Continuous Optimization CS 480 Introduction to Machine Learning CS 484 Computational Vision CS 485 Statistical and Computational Foundations of Machine Learning STAT 341 …”
u/ebullientMF: “… I wouldn't recommend CO 463/CO 466 since they both require more prereqs that you probably don't have. Probably no stats though. The CS courses might be difficult to get into as a non-CS student. …”
u/harmonyIn3rdsNot4ths: “… CO 367 is a prerequisite for CO 463 and CO 466. I suspect CO 466 would be manageable too (even without CO 367) if you can get an override into it. …”
Check it elsewhere for Fall 2026
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