ECE1505: Convex Optimization

Electrical and Computer Engineering Department

University of Toronto

Winter 2025


Instructor:

Lectures:

Professor Wei Yu

Tuesday 9:30am-12noon GB248

Email: weiyu@comm.utoronto.ca

Office Hours:  

After class and on Piazza

Office: Bahen 4114

Final Exam:

April 8, 2025, 9:00am-12noon, BA1170


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 Yiming Liu (eceym.liu@mail.utoronto.ca) and Nick Kwan (nick.kwan@mail.utoronto.ca)

References:


Last Updated: March 19, 2025