EE364a: Lecture Slides

  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. Robust optimization

  4. Chance constrained optimization

  5. Filter design and equalization

Two lectures from EE364b:

  1. L1 methods for convex-cardinality problems

  2. L1 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