LECTURE SLIDES

Topic one (What is it and what is it good for) pdf

Topic two (Convex analysis - sets) pdf

Topic three (Convex analysis - functions) pdf

Topic four (Convex optimization problems) pdf

Topic five (Dulaity) pdf

Topic six (Optimality conditions) pdf

Topic seven (Applications) pdf (later)

Topic eight (Interior point methods) pdf (later)

Textbooks and study materials:

S. Boyd, L. Vandenberghe: Convex Optimization

A. Ben-Tal, A. Nemirovski: Lectures on Modern Convex Optimization

R.T. Rockafellar: Convex Analysis

S. Boyd: Additional Exercises for Convex Optimization

Useful links:

CVX Modeling System CVX

Concex optimization related sites:
Optimization online
Interior-point methods archive
Semidefinite programming