ECE1505: Convex Optimization

Electrical and Computer Engineering Department

University of Toronto

Fall 2023



Professor Wei Yu

Monday 2-3:30pm SF3202

Wednesday 2-3:30pm MC254


Office Hours:  

After class and on Piazza

Office: Bahen 4114

Final Exam: Dec 9, 2023

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: Yuanxin Guo ( and Ryan Song (


Last Updated:9/10/23