Reference Material

The textbook for this course is

G. Calafiore, L. El Ghaoui. Optimization Models. Cambridge University Press, October 2014.

Other useful references include the following.

Linear algebra

  • Linear Algebra, by J. Hefferon introduces the concepts and examples.

Convex optimization

  • Convex Optimization, by Boyd and Vandenberghe. A reference on convex optimization, at graduate level.

Other links