We follow closely the textbook Optimization Models. You can also find the livebook useful.

The slides were originally developed by G. Calafiore, then edited by L. El Ghaoui, A. Bayen, and G. Ranade.

Introduction

Vectors and functions, vector calculus

Matrices and linear maps

QR decomposition and orthogonalization

Symmertric matrices and their decomposition

Singular value decomposition

Linear equations

Least-squares and variants

Linear algebra applications

Linear algebra review

Convexity

Convex optimization

Algorithms

Linear Optimization

Quadratic optimization

Second-order cone optimization

Robust optimization

Weak duality

Strong duality

Review

Optimality conditions

Machine learning applications (I)

Machine learning applications (II)

Control applications

Energy applications