Convex Optimization Links

• Research homepages
• Books
• Software
• Interactive guides/ case studies
• Various

Research homepages

• Stephen Boyd
• Tom Luo
• Lieven Vandenberghe
• Pablo A. Parrilo
• Dimitris Bertsimas
• Sanjay Lall
• John N. Tsitsiklis
• Dimitri P. Bertsekas
• Jonathan M. Borwein
• Adrian S. Lewis
• Farid Alizadeh
• Garud Iyengar
• Laurent El Ghaoui
• Anders Hansson's
• Sachin Sapatnekar
• Donald Goldfarb
• Yinyu Ye
• Sung Mo Kang
• Masakazu Kojima
• Caltech Control and dynamical systems department
• University of Waterloo, Combinatorics and Optimization Department

Books

• Convex Optimization, S. Boyd and L. Vandenberghe. A draft of a textbook that will be published in 2003.
• Linear Matrix Inequalities in System and Control Theory, S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, SIAM, 1994.
• Linear Controller Design - Limits of Performance, S. Boyd and C. Barratt, Prentice-Hall, 1991.
• Athena Scientific books on Optimization
• Lectures on Modern Convex Optimization: Analysis, Algorithms and Engineering Applications.A. Ben-Tal and A. Nemirovski.
• Interior Point Algorithms,Yinyu Ye.

Software

• the SDP homepages of Christoph Helmberg, Henry Wolkowicz and Farid Alizadeh
• LMITOOL: a Matlab interface for solving LMI problems
• LMI control toolbox: a Matlab toolbox for solving LMI problems arising in control
• SDPT3: a Matlab software package for semidefinite programming, by K.C. Toh, M.J. Todd, and R.H. Tutuncu
• SDPA (ftp): SDP software by K. Fujisawa and M. Kojima (user's manual)
• CSDP: a C library for semidefinite programming, by Brian Borchers
• SDPpack: a Matlab package by F. Alizadeh, J.P. Haeberly, M. Nayakkankuppam and M. Overton
• Lancelot a package for large-scale nonlinear optimization.
• Mosek optimization software to solve large-scale mathematical optimization problems.
• SOSTOOLS a free MATLAB toolbox for formulating and solving sums of squares (SOS) optimization programs.
• Neos solvers. Page with links to many solvers.
• SeDumi Matlab toolbox for solving optimization problems over symmetric cones.

Interactive guides/Case Studies

• Interactive Linear Programming - IEOR, U.C. Berkeley
• JavaORjavA - WORMS Interactive OR Site
• Case Studies - Network-Enabled Optimization System (NEOS), Optimization Technology Center (OTC)
• • Scheduling of Electric Power Systems Under Uncertainty
  • Simulating Rigid Bodies in Contact
  • The Diet Problem: A Linear Programming Example
  • The Minimal Surface Area Problem: An Unconstrained Minimization Example
  • The Portfolio Selection Problem: A Quadratic Programming Example
  • Natural Gas Planning: An Application of Stochastic Linear Programming
  • Java Interactive Simplex Method Tool
• Moshe Sniedovich, The University of Melbourne
• • The Simplex Place
  • Virtual Duality
  • The Unbounded Knapsack Problem
  • Dynamic Programming: 8 Easy Pieces
  • Dynamic Programming: The Towers of Noah
  • Dynamic Programming: 8 Queen Puzzle

Various

• Daniel Palomar's PhD oral defense slides. ( pdf)
• Daniel Palomar, Optimum Linear Joint Transmit-Receive Processing for MIMO Channels with QoS Constraints. ( pdf)
• Daniel Palomar, Joint Tx-Rx Beamforming Design for Multicarrier MIMO Channels: A Unified Framework for Convex Optimization ( pdf)
• Daniel Palomar, A Unified Framework for Communications through MIMO Channels ( pdf)
• Journal of Convex Analysis
• Robust Convex Optimization.A. Ben-Tal and A. Nemirovskii.
• Rank-Two Relaxation Heuristics For Max-Cut And Other Binary Quadratic.Burer, S.,| Monteiro, R.D.C. and Zhang, Y.