Resources

Websites

• dcp.stanford.edu is a great tool for practicing building convex expressions

Software

• CVXPY

Books

There is no textbook for the course, but the following references may be useful if you’d like to dig deeper into any of the topics we cover in class.

• Boyd and Vandenberghe, Convex Optimization is available for free as a PDF
• Nocedal and Wright, Numerical Optimization

Classes

• EE 364a: Convex Optimization I
• EE 364b: Convex Optimization II
• MS&E 318: Large-Scale Numerical Optimization
• MS&E 314: Linear and Conic Optimization with Applications
• CME 304: Numerical Optimization