ECE1505: Convex Optimization
Electrical and Computer Engineering Department
University of Toronto
Fall 2023
Instructor: |
Lectures: |
Professor Wei Yu |
Monday 2-3:30pm SF3202 Wednesday 2-3:30pm MC254 |
Email: weiyu@comm.utoronto.ca |
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 (yuanxin.guo@mail.utoronto.ca) and Ryan Song (r.song@mail.utoronto.ca)
References:
Last Updated:9/10/23