EE364a: Lecture Slides

1. Introduction

2. Convex sets

3. Convex functions

4. Convex optimization problems

5. Duality

6. Approximation and fitting

7. Statistical estimation

8. Geometric problems

9. Numerical linear algebra background

10. Unconstrained minimization

11. Equality constrained minimization

12. Interior-point methods

13. Conclusions

Additional lecture notes:

1. Convex optimization examples

2. Stochastic programming

3. Filter design and equalization

4. Disciplined convex programming and CVX