EE364a: Lecture Slides

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.

  1. Introduction (quiz)

  2. Convex sets (quiz)

  3. Convex functions (quiz)

  4. Convex optimization problems (quiz)

  5. Duality (quiz)

  6. Approximation and fitting (quiz)

  7. Statistical estimation (quiz)

  8. Geometric problems (quiz)

  9. Numerical linear algebra background (quiz)

  10. Unconstrained minimization (quiz)

  11. Equality constrained minimization

  12. Interior-point methods

  13. Conclusions

Lecture slides in one file.

Additional lecture slides:

  1. Convex optimization examples

  2. Stochastic programming

  3. Chance constrained optimization

  4. Filter design and equalization

Two lectures from EE364b:

  1. l_1 methods for convex-cardinality problems

  2. l_1 methods for convex-cardinality problems, part II

CVX* tutorial sessions:

  1. Disciplined convex programming and CVX

  2. CVX slides (code)

  3. CVX demo video

  4. Convex.jl slides

  5. CVXPY tutorial website