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THIS SITE UNDER CONSTRUCTION, OCTOBER 2010 This course offers an introduction to convex optimization. It discusses convex optimization models, theory (duality, robustness), algorithms and applications. The course draws heavily from the material in Stephen Boyd’s web site, blending in particular some topics in the EE 364a and EE 364b classes. A substantial part of the course is also inspired by Lieven Vandenberghe’s courses, in particular EE236A. Some parts are related to the new book on Robust Optimization. |