Resources

Links

• Boyd's Convex Optimization course web page
• Convex Optimization textbook site
• Boyd's online lectures (2007-2008)
• CVX software

Videos

Recommendation: For my videos, set the playback speed of these videos to 1.5 times real-time. That might be too fast for Boyd's video. You decide.

• Gunther - Chapter 2: Cones and generalized inequalities (46 minutes real-time)
• Gunther - Chapter 2: Minimum and minimal elements (25 minutes real-time)
• Boyd - Chapter 3: Convex functions (77 minutes real-time)

Papers

• R. T. Rockafellar, "Lagrange Multipliers and Optimality," SIAM Review, vol. 35, No. 2, June, 1993 (56 pages)](http://www.jstor.org/stable/2133143?seq=1#page_scan_tab_contents)

Example

• Log barrier example