Convex Optimization

Stephen Boyd (https://en.wikipedia.org/wiki/Stephen_P._Boyd)

• Samsung Professor of Engineering, Professor in Electrical Engineering, and professor by courtesy in Computer Science and Management Science & Engineering at Stanford University

Lieven Vandenberghe

• Professor of Electrical and Computer Engineering Department and Department of Mathematics at University of California, Los Angeles

References

• Convex Optimization (2004)
  • Cambridge University Press, https://web.stanford.edu/~boyd/cvxbook/

Chapter 4. Convex optimization problems

CO_Chapter4.html

Chapter 5. Duality

Introduction to Nonlinear Optimization

Amir Beck (https://sites.google.com/site/amirbeck314/)

• Professor of School of Mathematical Sciences at Tel-Aviv University

References

• Introduction to Nonlinear Optimization, Second Edition (2023)
  • MOS-SIAM Series on Optimization, ISBN 9781611977615 (paperback)

Chapter 8. Convex Optimization

NO_Chapter8.html

Chapter 9. Optimization over a Convex Set

Chapter 10. Optimality Conditions for Linearly Constrained Problems

Chapter 11. The KKT Conditions

Chapter 12. Duality