The 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 (Winter 2024)

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. Unconstrained minimization

10. Equality constrained minimization

11. Interior-point methods

Additional lecture slides (Winter 2023)

• Numerical linear algebra background