Textbooks
Course textbook (required, available online):
Boyd, Stephen, and Lieven Vanderberghe. Convex Optimization. Cambridge, UK: Cambridge University Press, 2004. ISBN: 9780521833783.
Suggested book to complement the theoretical aspects:
Bertsekas, Dimitri. Convex Optimization Theory. Nashua, NH: Athena Scientific, 2009. ISBN: 9781886529311.
Another book with complementary material, as well as topics not covered in the course textbook:
Ben-Tal, Aharon, and Arkadi Nemirovski. Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications (MPS-SIAM Series on Optimization). Philadelphia, PA: Society for Industrial Mathematics, 2001. ISBN: 9780898714913.
Schedule of Readings
Other than the CVX user guide, all readings below are from the course textbook.
| WEEK # | KEY DATES |
|---|---|
| 1 | |
| 2 | Chapter 1 |
| 3 | Chapters 2-3 |
| 4 | Chapter 4, CVX user guide (PDF) |
| 5 | Chapter 5 |
| 6 | |
| 7 | Chapter 6 |
| 8 | Chapters 7-8 |
| 9 | |
| 10 | Appendix C |
| 11 | Chapter 9 |
| 12 | |
| 13 | Chapter 10 |
