Linear Systems and Optimization | Convex Optimization II

Instructor: Boyd, Stephen

(return to course)

Handouts

Lecture Name Lecture Slides Lecture Notes Matlab Files
1. Subgradients Lecture Slides Lecture Notes
2. Subgradient Methods Lecture Slides Lecture Notes Matlab Files
3. Subgradient Methods for Constrained Problems Lecture Slides
4. Stochastic Subgradient Method Lecture Slides Lecture Notes Matlab Files
5. Localization and Cutting-plane Methods Lecture Slides Lecture Notes
6. Analytic Center Cutting-plane Method Lecture Slides Lecture Notes Matlab Files
7. Ellipsoid Method Lecture Slides Matlab Files
8. Ellipsoid Method Part II Lecture Slides Matlab Files
9. Primal and Dual Decomposition Lecture Slides Lecture Notes Matlab Files
10. Decomposition Applications Lecture Slides
11. Sequential Convex Programming Lecture Slides Matlab Files
12. Conjugate-gradient Method Lecture Slides Matlab Files
13. Truncated Newton Methods Lecture Slides Matlab Files
14. Methods for Convex-cardinality Problems Lecture Slides Matlab Files
15. Methods for Convex-cardinality Problems, Part II Lecture Slides Matlab Files
16. Model Predictive Control Lecture Slides Matlab Files
17. Stochastic Model Predictive Control Lecture Slides
18. Branch-and-Bound Methods Lecture Slides Lecture Notes Python Files


Additional Lecture Notes

1. Notes on relaxation and randomized methods for nonconvex QCQP
2. Notes on convex-concave games and minimax
3. Numerical linear algebra software