OptimizationReadingList

Courses

1. Linear Programming - Vanderberghe
2. Convex Optimization - Vanderberghe
3. Optimization Methods for Large-Scale Systems - VenderBerghe
4. Convex Optimization I - Stephen Boyd
5. Convex Optimzation II - Stephen Boyd
6. Stochastic Control
7. Convex Optimization - Ryan Tibshirani - CMU
8. Advanced Optimization and Randomized Methods - Alex Smola, Suvrit Sra - CMU
9. Convex Optimization - Fall 2012 - Geoff Gordon - CMU

Video Lectures

Note: This list is repetitive. It includes courses from those above, for which video recordings are available.

1. Convex Optimization - Stephen Boyd - Stanford A must-do course. Provides an excellent foundation. His book is good too.
2. Convex Optimization - Ryan Tibshirani - CMU
3. Advanced Optimization and Randomized Algorithms (Recitations) - Suvrit Sra - CMU Recitations from a Ph.D. level course
4. Advanced Optimization and Randomized Algorithms (Lectures) - Suvrit Sra - CMU
5. 9. Convex Optimization - Fall 2015 - Ryan Tibshirani - CMU