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CO 663Convex Optimization and Analysis

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Combinatorics and Optimization

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 2 of the last 7 terms. Winter 2027: scheduled, 1 lecture section. 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

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00159330 / 21TTh 13:00–14:20

Reviewed on UW Flow

100% liked it25% easy75% useful

From 1 rating on UW Flow. Read them all on UW Flow.

Discussed on r/uwaterloo

4 posts and comments in 3 threads mention CO 663, August 2015 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 2021

Upper year math courses with Lin alg 2 points, 6 comments

“Are there any upper year math courses with good amount of lin alg in them. I'm taking CO 367 and it has decent amount of lin alg in it. …”

u/DoubtQuick: “… I also took CO 663 with Co 463 section and it is also dependent on good understanding on LA. In fact i think you have a high chance finding a course based on LA by simply looking at what is offered in CO dept and checking the description. …”

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Spring 2018

courses schedules for MMath? 2 points, 4 comments

u/mister_timu: “Anyone here starting MMath in Sept? I can't find lecture times for courses like AMATH 740,AMATH 741, CO 663, CO 666 on adm yet. Is this the wrong place to be looking for these courses? And when will the lecture times for these courses come out?”

u/Gibstick: “CO 666, CO 663 (no 663 yet) AMATH 740, AMATH 741 (no 741 yet) I use https://cs.uwaterloo.ca/cscf/teaching/schedule/ because it gives you linkable results.”

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Spring 2015

CS/math graduate-level courses 3 points, 7 comments

“I'm starting a CS master's program in September, and I'm trying to figure out which courses to register in. I asked my supervisor, and the only one he suggested I take is offered in the winter term. …”

u/maaaath: “… If you're already familiar with linear programming/optimization, I recommend any of CO 650, 652, 663, and 671 (afaik, 663 and 650 are the only ones offered in fall). …”

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Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024