Optimization Models
Home
Software
Links
Index
Contact
1. Introduction
1.1. Overview
1.2. Optimization Models
2. Linear Algebra
2.1. Vectors
2.2. Matrices
2.3. Linear Equations
2.4.  Least-Squares
2.5. Eigenvalues
2.6  Singular Values
3. Convex Models
3.1. Convexity
3.2. LP and QP
3.3. SOCP
3.4. Robust LP
3.5. GP
3.6. SDP
3.7. Non-Convex Models
4. Duality
4.1. Weak Duality
4.2. Strong Duality
4.3.  Applications
5. Case Studies
5.1. Senate Voting
5.2. Antenna Arrays
5.3. Localization
5.4. Circuit Design

Acknowledgments

Laurent El Ghaoui

I would like to acknowledge the help of the following people for creating this web site.

  • Stephen Boyd for making available his extensive material, lecture notes, source code, and general guidance.

  • Lieven Vandenberghe was also instrumental by providing code, advice and material on convex optimization.

  • This web site was developed using jemdoc. Thanks to its author, Jacob Mattingley, for his help.

  • The students enrolled in EE 127A Spring 2009, and the TA at that time, John Duchi, for their help, comments, and patience during the first version of the course. Thanks for the help and comments from the TA for the Spring 2011 installment, Aude Hofleitner.