ECE236B - Convex Optimization

Most ECE236B course material is available from the Bruin Learn course website. The textbook is Convex Optimization, available online from the book website. Homework problems are assigned from the textbook and the collection of additional exercises on the textbook page.

Lecture slides

The lecture slides are also available under Files on the course website.

  1. Introduction

  2. Convex sets

  3. Convex functions

  4. Convex optimization problems

  5. Duality

  6. Approximation and fitting

  7. Statistical estimation

  8. Geometric problems

  9. Numerical linear algebra background

  10. Unconstrained minimization

  11. Equality constrained minimization

  12. Interior-point methods