Convex Optimization I


Stanford School of Engineering

  • Fee:
    Fee may apply



Gain the necessary tools and training to recognize convex optimization problems that confront the engineering field. Learn the basic theory of problems including course convex sets, functions, and optimization problems with a concentration on results that are useful in computation. Develop a thorough understanding of how these problems are solved and the background required to use the methods in research or engineering work.



Solid knowledge of linear algebra as in EE263 and basic probability. Exposure to numerical computing, optimization, and application fields helpful but not required; the engineering applications will be kept basic and simple.

Topics include

  • 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 signal processing, communications, control, analog and digital circuit design, computational geometry, statistics, machine learning and mechanical engineering

Note on Course Availability

The course schedule is displayed for planning purposes – courses can be modified, changed, or cancelled. Course availability will be considered finalized on the first day of open enrollment. For quarterly enrollment dates, please refer to our graduate certificate homepage.

022 Winter 2018-19 Online

Enrollment Closed

Dates:January 8 - March 14, 2019
Days: Tue, Thu
Times:9:00 am - 10:20 am
Units: 3.00
Instructors: Stephen Boyd
Delivery Option:
For Credit $3,780.00 ?


Enrollment Dates: October 28 to December 10, 2018

This course may not currently be available to residents of certain states.