Notes on Optimization

Basics

• Convex Optimization I & II, Lectures by Prof.Stephen P. Boyd
  • Video Lectures, Convex Optimization I & II
  • Lecture Slides
• Computing and Optimization, Lectures by Prof. Amir Ali Ahmadi.

Various Topics

Deterministic Optimization

• Semidefinite Programming
  • MIT 6.256/18.456 - Algebraic techniques and semidefinite programming By Prof. Pablo A. Parrilo
• Sum of Squares
  • Semidefinite programming and convex algebraic geometry by Prof. Pablo Parrilo
  • talk
  • Semidefinite Optimization and Convex Algebraic Geometry, a book
  • Harvard CS229r / MIT 6.S898: Proofs, beliefs and algorithms through the lens of Sum of Squares by Prof. Boaz Barak and Prof. Pablo Parrilo
• Sparse Optimization
  • UCLA Course: Sparse Optimization, by Prof. Wotao Yin
• Ordinal Optimization
  • Slides by Prof. Yu-Chi Ho
• Submodular

Optimization with Uncertainties

Textbooks

• Convex Optimization, Textbook by Prof. Stephen P.Boyd and Prof. Lieven Vandenberghe
• Convex Analysis by Professor R.T.Rockafellar
• Semidefinite Optimization and Convex Algebraic Geometry, a book

In Memoriam: Shabbir Ahmed: Prof. Shabbir Ahmed