Resouces

  • Textbook: The textbook is Convex Optimization, available online.

  • Software: You will use one of CVX (Matlab) or CVXPY (Python) to write simple scripts. You need to make sure you have installed the necessary packages in your language of choice.

  • Very useful and educational quizzes are available on this website. These are not mandatory but highly encouraged.

  • If you need to brush up on your linear algebra, this book is a good reference. It also has a good set of accompanying lecture slides.