CSE 203B, Winter 2026 Convex Optimization

University of California, San Diego

Instructor (Office hours TBA in Piazza)

• CK Cheng, room CSE2130, email: ckcheng+203B@ucsd.edu, tel: 858 534-6184

Teaching Assistant (Office hours TBA in Piazza)

• Harshvardhan, Harsh, hharshvardhan@ucsd.edu
• Wang, Yucheng, yuw132@ucsd.edu
• Yu, Chihao, chy007@ucsd.edu
• Yuan, Ying, yiy090@ucsd.edu

Class Platform

• Canvas
• Gradescope
• Piazza
• UCSD Podcast of lectures and discussion sessions

Schedule

• Lectures: 8:00-9:20PM TTH, MOS 0114
• Discussion: 11:00-11:50AM F, MOS 0113

References

• Convex Optimization, S. Boyd and L. Vandenberghe, Cambridge, 2004 (Required Textbook).
• Linear and Nonlinear Programming, D.G. Luenberger and Y. Ye, Springer, Fifth Edition, 2022. (Recommended Reference)
• Numerical Optimization, Springer, J. Nocedal and S.J. Wright, Sencod Edition, 2006. (Recommended Reference)
• High-Dimensional Data Analysis with Low-Dimensional Models, J. Wright and Y. Ma, Cambridge 2022 (Recommended Reference)
• https://cseweb.ucsd.edu/~kuan/ (CK Cheng personal website)

Prerequisite

Linear algebra and basic knowledge of numerical methods, or intention of conducting projects related to scientific computation.

Content

We study the formulations and algorithms for solving convex optimization problems. Topics include convex sets, functions, optimality conditions, duality concepts, and convex optimization algorithms. The course aims to provide students with the background and techniques for scientific computing and system optimization.

Lectures

• Part I: Theory
• Lecture 1 Introduction, Class Logistics, Reading assignment: Chapter 1, Lecture slides pptx file, pdf file, and high level introduction (Reference: Chapter 5): pptx file, pdf file.
• Lecture 2 Convex Sets, Reading assignment: Chapter 2, Lecture slides pptx file, pdf file.
• Lecture 3 Convex Functions, Reading assignment: Chapter 3, Lecture slides pptx file, pdf file.

Homework: gradescope submission

• Homework 1, Due date was 1/16/2026, and is now shited to 1/19/2026 to accommodate students who get into Canvas system late, pdf file, latex file,
• Homework 2, Due 1/23/2026, pdf file, latex file

Discussions

• Discussion 1 Review of Linear Algebra pdf file, pptx file (W1)

Exam

• In-person in-class exam on Th 2/19/2026.

Project

• Project outlines due 1/30/2026, outline format pdf file, pptx file (W4)
• Report due 10 PM Wednesday 3/18/2026, Project outline, and report rubrics, pdf file, pptx file (W11)
• Two prototype project reports for Winter 2025 out of a class of 273 students
• Erica Cheng, Michael Lai, Yen-Pu Wang, and You-Yi Wang, "Winning the Votes: A Strategic Optimization Model for Election Campaigns" pdf file
• Marshall Fisher, Zhaoyang Jia, Matthew O'Malley-Nichols, Richard Zhang, "Convex Self-Attention Mechanisms" pdf file