Convex and Conic Optimization Spring 2015, Princeton University (graduate course) (This is the Spring 2015 version of this course. For the most recent version click here.)
- A. Ben-Tal and A. Nemirovski, Lecture Notes on Modern Convex Optimization [link]
- S. Boyd and L. Vandenberghe, Convex Optimization [link]
- M. Laurent and F. Vallentin, Semidefinite Optimization [link]
- R. Vanderbei, Linear Programming and Extentions [link]
The lecture notes below summarize most of what I cover on the whiteboard during class. Please complement them with your own notes.
Some lectures take one class session to cover, some others take two.
aaa: Notes by Amir Ali Ahmadi.
gh: Notes scribed by Georgina Hall (in LaTeX).
- Lecture 1: A taste of P and NP: scheduling on Doodle + maximum cliques and the Shannon capacity of a graph.
- Lecture 2: Mathematical background.
aaa [pdf], gh [pdf]
- Lecture 3: Local and global minima, optimality conditions, AMGM inequality, least squares.
aaa [pdf], gh