Convex Optimization

  1. Courses and MOOCs
    • Introduction to Convex Optimization MITOCW by Prof. Stephen Boyd
    • Convex Analysis and Optimization MITOCW by Prof. Dimitri Bertsekas
    • Convex Optimization MOOC from Stanford Online
    • Convex Optimization at CMU Spring 2015
  2. Books
    • Convex Optimization – Boyd and Vandenberghe - downloadable book
    • Convex Optimization Theory - by Dimitri P. Bertsekas
    • Theory of Convex Optimization for Machine Learning - downloadable book by Sebastien Bubeck
  3. Ben Recht’s talk on Optimization at Simons Institute
  4. The Zen of Gradient Descent - a blog post that contains useful information on convex optimization

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