EL ENGR 236B
Convex Optimization
Description: Lecture, four hours; outside study, eight hours. Requisite: course 236A. Introduction to convex optimization and its applications. Convex sets, functions, and basics of convex analysis. Convex optimization problems (linear and quadratic programming, second-order cone and semidefinite programming, geometric programming). Lagrange duality and optimality conditions. Applications of convex optimization. Unconstrained minimization methods. Interior-point and cutting-plane algorithms. Introduction to nonlinear programming. Letter grading.
Units: 4.0
Units: 4.0
1 of 1
Most Helpful Review
Winter 2025 - This class was so challenging, but the material was genuinely so interesting. I was mind-blown by the concept of duality, and Professor Vandenberghe does a great job explaining it in his textbook. I now have a newfound appreciation of mathematics. Despite being super knowledgeable himself, Professor Vandenberghe is super humble and helpful during office hours. He patiently explained every question and never made me feel bad about asking a "dumb" question. I do wish the final exam wasn't worth 70% of my grade though. It puts a lot of pressure on one exam. Taking Professor Vandenberghe's ECE 133A and ECE 236B courses have been the highlights of my academic career at UCLA, and I'm so grateful to have him as an instructor.
Winter 2025 - This class was so challenging, but the material was genuinely so interesting. I was mind-blown by the concept of duality, and Professor Vandenberghe does a great job explaining it in his textbook. I now have a newfound appreciation of mathematics. Despite being super knowledgeable himself, Professor Vandenberghe is super humble and helpful during office hours. He patiently explained every question and never made me feel bad about asking a "dumb" question. I do wish the final exam wasn't worth 70% of my grade though. It puts a lot of pressure on one exam. Taking Professor Vandenberghe's ECE 133A and ECE 236B courses have been the highlights of my academic career at UCLA, and I'm so grateful to have him as an instructor.
1 of 1
