Convex Optimization
Recognising, formulating, and solving convex optimization problems using specialised software.
Instructor: Daniel Hernández Escobar and Jens Sjölund
Overview
This PhD course (FTN0202, 7 hp) teaches students to recognise and formulate convex optimization problems, and then solve them using specialised software. The course follows chapters 1–8 of Boyd and Vandenberghe’s Convex Optimization textbook.
Format
Flipped classroom model with weekly meetings. Students complete readings, watch lectures, and solve problems independently. In-class time is devoted to discussion, problem-solving, and programming activities using CVXPY. Assessment through quizzes and homework assignments.
An optional 3 hp project extension is available.