1、Stephen P. Boyd主页
http://stanford.edu/~boyd/
2、英文版《Convex Optimization》图书
在Boyd主页就能下到正版~
http://www.stanford.edu/~boyd/cvxbook/
3、Boyd的在线课程
分为两门独立的课,
Stanford online上的
CVX101,估计是简化版:
https://lagunita.stanford.edu/courses/Engineering/CVX101/Winter2014/about
注册后方可查看课程视频、材料。
Stanford Engineering Everywhere上的两门课(I 和II)(无需注册),估计是比上面那个大而全的。书里没有的conjugate gradient算法,在课程II里都出现了。
https://see.stanford.edu/Course
课程I:https://see.stanford.edu/Course/EE364A
课程II:https://see.stanford.edu/Course/EE364B
4、工具包cvx
http://cvxr.com/cvx/
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