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
Similar courses
- Computing and Optimization at Princeton by Ahmadi;
- Graphs, Linear Algebra and Optimization at MIT by Madry;
- Convex Optimization Algorithms at UW by Maryam Fazel;
- Convex Optimization at CMU by Pena and Tibshirani;
- Convex Analysis and Optimization at MIT by Bertsekas;