Lectures: Monday & Wednesday 16:00-17:50PM.
Textbook The textbook is Convex Optimization, available online and in hard copy at the UCLA bookstore. The following books are useful as (optional) reference texts.
A. Ben-Tal and A. Nemirovski, Lectures on Modern Convex Optimization (SIAM).
D. Bertsekas, A. Nedic, A.E. Ozdaglar, Convex Analysis and Optimization (Athena Scientific).
D. Bertsekas, Convex Optimization Theory (Athena Scientific).
J. M. Borwein and A. S. Lewis, Convex Analysis and Nonlinear Optimization (Springer).
J.B. Hiriart-Urruty and C. Lemarechal, Convex Analysis and Minimization Algorithms (Springer).
D. Luenberger and Y. Ye, Linear and Nonlinear Programming (Springer).
Y. Nesterov, Introductory Lectures on Convex Optimization: A Basic Course (Kluwer).
J. Nocedal and S. Wright, Numerical Optimization (Springer).
Course requirements. Weekly homework assignments; open-book final exam on Monday, March 17, 3:00-6:00 PM. The weights in the final grade are: homework 20%, final exam 80%.
Software. We will use CVX, a MATLAB software package for convex optimization.