Convex Optimization - Boyd and Vandenberghe
More material can be found at the web sites for EE364a (Stanford) or EE236B (UCLA), and our own web pages. Source code for almost all examples and figures in part 2 of the book is available in CVX (in the examples directory), in CVXOPT (in the book examples directory). Source code for examples in Chapters 9, 10, and 11 can be found in here. Instructors can obtain complete solutions to exercises by request to firstname.lastname@example.org.
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