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

The full set of slides is available as one PDF file here.

The original slides, used until Summer 2023, are available here.

Additional material:

1. CVXPY tutorial

2. Convex optimization examples

3. Stochastic programming

4. Chance constrained optimization

5. Filter design and equalization

6. L1 methods for convex-cardinality problems (part I), (part II)

7. Convex-concave procedure