Convex Optimization – Boyd and Vandenberghe

Convex Optimization book cover 

Convex Optimization
Stephen Boyd and Lieven Vandenberghe

Cambridge University Press


A new MOOC on convex optimization, CVX101, will run from 1/21/14 to 3/14/14.


More material can be found at the web sites for EE364A (Stanford) or EE236B (UCLA), and our own web pages. Source code for almost all examples and figures in part 2 of the book is available in CVX (in the examples directory), in CVXOPT (in the book examples directory), and in CVXPY. Source code for examples in Chapters 9, 10, and 11 can be found here. Instructors can obtain complete solutions to exercises by email request to us; please give us the URL of the course you are teaching.

If you find an error not listed in our errata list, please do let us know about it.

Stephen Boyd & Lieven Vandenberghe

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Copyright in this book is held by Cambridge University Press, who have kindly agreed to allow us to keep the book available on the web.

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