ECE1505: Convex Optimization

Electrical and Computer Engineering Department

University of Toronto

Spring 2018



Professor Wei Yu

Tuesday 10am-11am MP-134 (McLennan Phy)

Tuesday 11am-1pm AB-107 (Astronomy)


TA Office Hours:  

Monday 11am-12pm BA2179

Thursday 2-3pm BA4164

Office: Bahen 4114

Final Exam: April 20, 10am-1pm, BA1190

Textbook:    Convex Optimization
Authors:       Stephen Boyd and Lieven Vandenberghe, Cambridge University Press, 2004

The great watershed in optimization isn't between linearity and nonlinearity, but convexity and nonconvexity  - R. Tyrell Rockafellar (SIAM Review '93)

This course provides a comprehensive coverage of the theoretical foundation and numerical algorithms for convex optimization. Topics include:

The topics covered in this course may be of interests to students in all areas of engineering and computer science.

Course Outline and Homework: Click here

Project Information: Click here

Pre-requisite: Vector calculus. Linear algebra. A fair level of mathematical maturity is expected.

Grades:  Homework (25%), Final Exam (50%), and Course Project (25%).

TA: Arvin Ayoughi ( and Binbin Dai (


Last Updated:1/9/2018