CO 671Semidefinite Optimization
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
When it runs
- F24
- W25
- S25
- F25
- W26
- S26
- F26
- W27
- S27
Ran in 2 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.
Optimization over convex sets described as the intersections of the set of symmetric, positive semidefinite matrices with affine spaces. Formulations of problems from combinatorial optimization, graph theory, number theory, probability and statistics, engineering design and control theory. Theoretical and practical consequences of these formulations. Duality theory and algorithms.
Prerequisites
None listed.
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Discussed on r/uwaterloo
2 posts and comments in 1 thread mention CO 671, October 2021 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/TheSqrtOfNegative1: “CO 471/671 (Semidefinite Optimization) has quite a bit of linear algebra (it's typically offered in summers).”
u/DoubtQuick: “I did CO 671 which is SDP and it had an undergrad option Co 471 which is heavy on LA particularly Semidefinite matrices. I also took CO 663 with Co 463 section and it is also dependent on good understanding on LA. …”
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