Below are the lectures usually covered by Professor Stephen Boyd.
Due to lack of time in Summer quarter, we will not be able to cover all of them and will focus on
the most important parts.
We'll post the covered lectures immediately after each lecture under the reading section.
Introduction (quiz)
Convex sets (quiz)
Convex functions (quiz)
Convex optimization problems (quiz)
Duality (quiz)
Approximation and fitting (quiz)
Statistical estimation (quiz)
Geometric problems (quiz)
Numerical linear algebra background (quiz)
Unconstrained minimization (quiz)
Equality constrained minimization
Interiorpoint 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:
methods for convexcardinality problems
methods for convexcardinality problems, part II
CVX* tutorial sessions:
Disciplined convex programming and CVX
CVX slides (code)
CVX demo video
Convex.jl slides
CVXPY tutorial website
