ECE 50024: CVX

Professor Stanley H. Chan
Fall 2023

Convex Optimization Toolbox

Optimization is an integral part of machine learning. Rather than asking you to implement your own optimization algorithm (which will take another dedicated course), in this course we will use a convex optimization toolbox CVX as the main optimization engine.

To get started with CVX, we encourage you visit the websites below and install the package following the instruction.

CVX on Python https://www.cvxpy.org/

CVX on MATLAB http://cvxr.com/cvx/download/

Help

If you need any help installing CVX, you may contact one of our teaching assistants.