EE364a: Convex Optimization I

Stanford University, Summer Quarter 2018
Instructor: Reese Pathak

Unless otherwise noted, all reading assignments are from the textbook.

  1. By end of 1st week (6/24/16): Chapter 1 and Chapter 2 (only skim 2.4.2, 2.5, 2.6.2 and 2.6.3).

  2. By end of 2nd week (7/1/16): Chapter 2 and a first pass over Chapter 3 (only skim 3.4–3.6).

  3. By end of 3rd week (7/8/16): Chapter 4 (skim 4.7). After that, you can skim the CVX Users’ Guide, ignoring the material on duality. If you're going to use CVXPY or Convex.jl, then read their documention.

  4. By the end of 4th week (7/15/16): Chapter 5 (omit 5.5.4, skim 5.4, 5.9, 5.9.4).

  5. By end of 5th week (7/22/16): Remainder of Chapter 5, and Chapter 6.

  6. By end of 6th week (7/29/16): Chapter 7, Chapter 8, and additional lecture slides on stochastic programming.

  7. By end of 7th week (8/5/16): Appendix C and Chapter 9.

  8. By end of 8th week (8/12/16): Chapters 10–11.

That finishes up the formal reading assignments. We recommend that you read (or re-read) sections of the book that you may have missed, or still confuse you. We also recommend that you re-read the documentation for CVX*, skipping only the very driest sections. In particular, we expect you to know the DCP rules.