Term: Spring 2020 | Units: 3 | Section: 01 | Students enrolled: 50 | Lectures: Sun, Tue 9:00–10:30am @ Aleph 23 | Exam Date/Time: 7/20/20 11:00am | Prerequisite: Linear Algebra I

Maximum of a paraboloid 

Convex sets, functions, and optimization problems. The basics of convex analysis and theory of convex programming: optimality conditions, duality theory, theorems of alternative, and applications. Least-squares, linear and quadratic programs, semidefinite programming, and geometric programming. Numerical algorithms for smooth and equality constrained problems; interior-point methods for inequality constrained problems. Applications to systems biology, computational geometry, statistics, machine learning, and electrical engineering.


  • Welcome to 22494 Convex Optimization, Spring semester 2020!

  • This course was originally developed by Stephen P. Boyd. We will use the same course text and many of the same course materials.

  • Piazza's business model compromises your privacy. In this course, we will use Quera instead. Sign up at this link.

  • All lectures and office hours during Week 3 are canceled due to the coronavirus outbreak and will be rescheduled for a later date.

  • We will resume our class virtually amid novel coronavirus fears via webinar. All TA session will be held via webinar too.

  • Office hours have been updated to reflect new online office hours.

  • Homework 5 is posted. That finishes up the first round of assignments. There will be no lectures and homeworks on weeks 7 & 8 to observe the Nowruz holiday. Our class will resume on Sunday, April 5th. We recommend that you read sections of the book that you may have missed, or re-read sections that still confuse you during the break. We also recommend that you study the documentation for CVX*, skipping only the very driest sections. In particular, we expect you to know the DCP rules.

  • Due to the ongoing situation relating to the COVID-19 coronavirus outbreak, the in-class midterm quiz has been canceled in the best interests of students and is replaced by a pair of projects.

  • Final exam is posted. Good luck!