Convex Optimization

= Topics =
 * Introduction
 * Convex Sets
 * Convex Functions
 * Convex Optimization
 * Linear Programming
 * Quadratic Programming
 * Second Order Cone Programming
 * Geometric Programming
 * Semidefinite Programming
 * Duality
 * KKT Conditions
 * Applications
 * Approximation and Fitting
 * Linear Control
 * Statistical Estimation
 * Geometric Problems
 * Sum of Squares
 * Numerical Algorithms
 * Unconstrained minimization
 * Equality constrained minimization
 * Interior-point methods

= Linear Solvers =
 * Summary of Sparse Linear Solvers Available from PETSc

= Linear Programming =

= Linear Matrix Inequality =
 * Linear Matrix Inequalities in System and Control Theory

= Sum of Squares =
 * Lower bounds for polynomials using geometric programming
 * POLYNOMIAL OPTIMIZATION AND THE MOMENT PROBLEM

= Piecewise Affine Functions =
 * An Approach to Direct Minimization of Convex Piecewise Linear Functions
 * Using hash tables to manage the time-storage complexity in a point location problem: Application to explicit model predictive control

= Control Systems =
 * Robust Linear Programming and Optimal Control
 * Approximated Dynamic Programming

= Resources =
 * http://www.convexoptimization.com
 * http://en.wikipedia.org/wiki/Convex_optimization
 * A Tutorial on Convex Optimization
 * A Tutorial on Convex Optimization II: Duality and Interior Point Methods
 * Several SDP-codes on problems from SDPLIB
 * Robust and Convex Optimization with Applications in Finance
 * Problems in VLSI Design
 * Filter Design
 * Applications in Communications and Control (1 and 2)
 * Convex Optimization: Interior-Point Methods and Applications
 * Linear and Nonlinear Programming with Maple
 * Analyser

Books

 * Linear Matrix Inequalities in System and Control Theory
 * Semidefinite Optimization

= Courses =
 * Convex Optimization and Applications - ECE273
 * Convex Optimization with Engineering Applications
 * LMI Optimization with Applications in Control
 * Modern Convex Optimization
 * Convex Optimization and Applications - ECE273
 * LMI Optimization with Applications in Control
 * Modern Convex Optimization
 * Semidefinite Programming and Applications

= People =
 * Mehdi Ghasemi

= Tools =
 * CVX
 * Using CVX
 * Yalmip
 * SeDuMi
 * DSDP
 * RoMulOC Toolbox
 * Several SDP-codes on problems from SDPLIB
 * CVXOPT (Python)
 * CVXOPT.org (Python)
 * OPTEC
 * OpenCMISS