Our primary platform for this course is Matlab. Most installations of Matlab include also Optimization Toolbox. Certainly the all-campus installation does.

Other than that we will use CVX, which is a free toolbox developed by Michael Grant and Stephen Boyd from Stanford University. Install the toolbox on your computer.

Yet another very popular toolbox that serves as an interface to a large number of various solvers (free and commercial as well) is YALMIP.

Among the commercial solvers, two are particularly worth mentioning Gurobi and Mosek. Both offer academic licenses. You do not really need them in our course. But it is good to be aware of this possibility to access these top solvers in your projects.

Last modified: Tuesday, 21 February 2023, 7:07 PM