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 to visit this websites for tutorial. Google Colab already has CVX installed. If you plan to use Python locally, you need to install the package following the instruction on the website.