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.

References:

S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge

D. Bertsekas, Convex Optimization, Athena Scientific