Software
  • Main package used in the course: CVX, MATLAB package for Disciplined Convex Programming. CVXPY, CVX for Python.
    A helpful overview of CVX.
  • SeDuMi, solver for optimization over symmetric cones
  • SDPT3, solver for conic optimization problems (semidefinite, second-order and linear cone constraints)
Other links
  • Interesting talk by Prof. Margaret Wright on LP and its history: slides
  • Leonid Kantorovich, winner of the Nobel Prize in Economics in 1975, known for invention of linear programming and contributions to the optimal allocation of resources
  • George Dantzig, known for his developement of the simplex algorithm for solving linear programming
Related seminars at UW