Stanford OpenEdx: CVX101: Convex Optimization

 with  Stephen Boyd
Data Analytics Certificate
Cornell University via eCornell

This course concentrates on recognizing and solving convex optimization problems that arise in applications. The syllabus includes: convex sets, functions, and optimization problems; basics of convex analysis; least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems; optimality conditions, duality theory, theorems of alternative, and applications; interior-point methods; applications to signal processing, statistics and machine learning, control and mechanical engineering, digital and analog circuit design, and finance.


You should have good knowledge of linear algebra and exposure to probability. Exposure to numerical computing, optimization, and application fields is helpful but not required; the applications will be kept basic and simple. You will use matlab and CVX to write simple scripts, so some basic familiarity with matlab is helpful. We will provide some basic Matlab tutorials.

6 Student
Cost Free Online Course
Pace Self Paced
Subject Mathematics
Institution Stanford University
Provider Stanford OpenEdx
Language English
Certificates Certificate Available
Hours 10 hours a week
Calendar 9 weeks long
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MOOCs stand for Massive Open Online Courses. These are free online courses from universities around the world (eg. Stanford Harvard MIT) offered to anyone with an internet connection.
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6 reviews for Stanford OpenEdx's CVX101: Convex Optimization

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1 out of 2 people found the following review useful
4 years ago
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Kai1986 completed this course, spending 10 hours a week on it and found the course difficulty to be medium.
the cvx101 is a very good course that displays the topic of the mathematical convex programming from a very practital point of view with a lot of very interesting applications and showing how to solve them. I suggest this course mainly to people that have at least a Bachelor degree in engineering field
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1 out of 1 people found the following review useful
3 years ago
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Anonymous completed this course.
This is an amazing course. Teaches the theory behind and to solve numerically convex optimization problems. Hws are solved writing progams in Matlab making use of the cvx library (developed by Prof. Boyd among others) which make programming convex optimization problem very natural and easy
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1 out of 1 people found the following review useful
3 years ago
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Zahra audited this course, spending 5 hours a week on it and found the course difficulty to be medium.
I audited the course. The course covers most of the recent and practical subjects in optimization and it was very helpful for me. Thanks to Prof. Boyd.
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2 years ago
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Anonymous is taking this course right now.
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6 months ago
Najib Odhah audited this course.
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