Introduction to Optimization in Computing and Machine Learning

Webpage for CS507 - Spring 2019

Reference Material

  • An Introduction to Optimization by Chong and Zak at Amazon
  • Convex Optimization by Boyd and Vandenberghe. Available online
  • Convex Analysis and Nonlinear Optimization: Theory and Examples By Jonathan Borwein, Adrian S. Lewis
  • Convex Analysis and Optimization by Bertsekas, Dimitri P; Nedic, Angelia; Ozdaglar, Asuman E
  • Introductory Lectures on Convex Optimization by Yurii Nesterov

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