
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, secondorder 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 

