EE364b: Lecture Slides and Notes

Lecture slides:

1. Subgradients (notes)

2. Subgradient methods (notes | matlab files)

3. Subgradient methods for constrained problems

4. Stochastic subgradient method (notes | matlab files)

5. Localization and cutting-plane methods (notes)

6. Analytic center cutting-plane method (notes | matlab files)

7. Ellipsoid method (matlab files)

8. Primal and dual decomposition (notes | matlab files)

9. Decomposition applications

10. Sequential convex programming (matlab files)

11. Conjugate-gradient method (matlab files)

12. Truncated Newton methods (matlab files)

13. methods for convex-cardinality problems (matlab files)

14. methods for convex-cardinality problems, part II (matlab files)

15. Model predictive control (matlab files)

16. Stochastic model predictive control

17. Branch-and-bound methods (notes | python files)

Additional lecture notes:

1. Notes on relaxation and randomized methods for nonconvex QCQP

2. Sum-of-squares (SOS) methods

3. Notes on convex-concave games and minimax

4. Numerical linear algebra software