Convex Optimization – Boyd and Vandenberghe

Abstraction: Canonical textbook on convex optimization freely available online

Key points:

• Textbook by Stephen Boyd (Stanford) and Lieven Vandenberghe (UCLA); published by Cambridge University Press, freely available on the web
• Companion MOOC CVX101 ran Jan-Mar 2014; associated courses EE364A (Stanford) and EE236B (UCLA)
• Software implementations for book examples: CVX, CVXOPT, and CVXPY (Python)
• Source code for all Part 2 examples and figures available in CVX examples directory and CVXOPT
• Additional exercises migrated to GitHub (cvxgrp/cvxbook_additional_exercises) in August 2022

Connections: Stephen Boyd · Cvxpy · Convex Optimization · Mathematical Optimization

Source: http://www.stanford.edu/~boyd/cvxbook/