CST 5020 Convex Optimization, Spring 2026
Time: 9:50 - 11:25 on Wednesdays
Location: E10-306 on Yungu campus
Website: https://chemaoxfz.github.io/cvxopt
Background review
If you would like to review some of the background material, the following are some references that immediately come to my mind.
Appendix A, mathematical background, of our textbook, freely available here.
A textbook introducing linear algebra with an optimization perspective, from the same authors as our textbook, is also freely available here. A course using this textbook is EE263. The reading list of this course also has some background on matrices.
The “review aids” at the end of this course webpage. This is another good reference course on optimization with a more statistical and machine learning focus.
Schedule
| Number | Date | Topic | Materials | Problem Sets |
|---|---|---|---|---|
| 1 | 20260304 | Why optimization, intro, convex sets | ||
| 2 | 20260311 | Convex functions, Convex optimization problems | ||
| 3 | 20260318 | Duality | ||
| 4 | 20260325 | Approximation and Fitting | ||
| 5 | 20260401 | Statistical estimation, geometric problems | ||
| 6 | 20260408 | Unconstrained minimization | ||
| 7 | 20260415 | Equality constrained minimization | ||
| 8 | 20260422 | Interior point method |