Readings

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

Course Info

Learning Resource Types

grading Exams
notes Lecture Notes
assignment Programming Assignments