Optimization

Prerequisites:

• Details about Matrices - The Matrix Cookbook.
• A Review of prerequisites for convex optimization - Prerequisites

Courses:

• Convex Optimization I by John Duchi - CO-I
• Convex Optimization II by John Duchi - CO-II
• Optimization Theory by Teng Zhang - Opt. Theory
• Convex Optimization by Javier Peña and Ryan Tibshirani - Convex Opt.
• Optimization Methods for Large-Scale Systems by L. Vandenberghe - Large-Scale
• The complexities of optimization by Sébastien Bubeck - Complexities
• Large Scale Optimization and Learning Part I: Convex Optimization (EE381V) by Constantine Caramanis - Learning & Opt.
• Convex optimization by Zaiwen Wen - Complexities
• Advanced Topics in Convex Optimization by Emmanuel Candes - Adv. Opt.

Books & Lectures:

• Introductory Lectures on Convex Optimization – A Basic Course by Y. Nesterov - A Basic Course
• Convex Optimization by S. Boyd and L. Vandenberghe - Convex Optimization
• Numerical Optimization by J. Nocedal and S. Wright - Numerical Optimization
• Convex Optimization: Algorithms and Complexity by Sébastien Bubeck - Complexity

Blogs:

• I am a bandit by Sébastien Bubeck - Bandit
• Off the Convex Path - Convex Path
• Regularize - Regularize