Prof. Dimitri Bertsekas
This course will focus on fundamental subjects in convexity, duality, and convex optimization algorithms. The aim is to develop the core analytical and algorithmic issues of continuous optimization, duality, and saddle point theory using a handful of unifying principles that can be easily visualized and readily understood.
Bertsekas, Dimitri. 6.253 Convex Analysis and Optimization, Spring 2012. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-253-convex-analysis-and-optimization-spring-2012 (Accessed). License: Creative Commons BY-NC-SA