Lectures

• Topic 1 Introduction to optimization
  

• Topic 2 Mathematical background review
  

• Topic 3 Convex Set and convex function
  

• Topic 4 Convex optimization problems
  

• Topic 5 Duality
  

• Topic 6 Unconstrained minimization
  

• Topic 7 Equality-constrained minimization
  

• Topic 8 Interior-point methods
  

References

• L. N. Trefethen and D. Bau, Linear Algebra Background, SIAM, 1997.
  

• S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004.