Introduction
Convex sets
Convex functions
Convex optimization problems
Duality
Approximation and fitting
Statistical estimation
Geometric problems
Numerical linear algebra background
Unconstrained minimization
Equality constrained minimization
Interior-point methods
Conclusions
Lecture slides in one file.
Additional lecture slides:
Convex optimization examples
Stochastic programming
Chance constrained optimization
Filter design and equalization
Two lectures from EE364b:
L1 methods for convex-cardinality problems
L1 methods for convex-cardinality problems, part II
CVX* tutorial sessions:
Disciplined convex programming and CVX
CVX slides (code)
Convex.jl slides
CVXPY tutorial website
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