In Winter 2023–24 we will be using an updated set of slides developed last summer
by Parth Nobel and Stephen Boyd.
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
Interiorpoint methods
Conclusions
The full set of slides is available as one PDF file
here.
The original slides, used until Summer 2023, are available
here.
Additional lecture slides:
Convex optimization examples
Stochastic programming
Chance constrained optimization
Filter design and equalization
Two lectures from EE364b:
L1 methods for convexcardinality problems
L1 methods for convexcardinality problems, part II
CVX* tutorial sessions:
Disciplined convex programming and CVX
CVX slides (code)
Convex.jl slides
CVXPY tutorial website
Note that in Winter 2023–24, we will be using an supporting only CVXPY.
