- 2017 Spring/Summer (Jan - May)
Syllabus: Basic convex analysis, convex optimization problems, duality, applications, algorithms (only an overview).
Prerequisites: Math structures (analysis and linear algebra), it’s ok if you didn’t take analysis provided you are willing to pick the basics up along the way.
S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge
D. Bertsekas, Convex Optimization, Athena Scientific