Courses

Books

  • Convex optimization, Boyd
  • An Introduction to Optimization, 4th Edition, by Edwin K. P. Chong, Stanislaw H. Zak
  • A. Beck, First-Order Methods in Optimization, SIAM.
  • D. Bertsekas, Convex Optimization Algorithms, Athena Scientific.
  • Yu. Nesterov, Lectures on Convex Optimization, Springer.
  • Convexité et optimisation, Guy Cohen