Resources
Officially Supported Resources
The following textbooks are highly recommended resources for the course.
- Calafiore, Giuseppe and El Ghaoui, Laurent. Optimization Models.
- Boyd, Stephen, and Vandenberghe, Lieven. Convex Optimization.
In addition, this semester, the staff from Spring 2023 have written a course reader which follows the lectures.
Other Useful Resources
The following are resources that course staff thinks are helpful, but we do not want to officially support. They might be helpful to learn the material, but also might have bugs, etc. The list will expand periodically throughout the semester as we collect more resources.
- Petersen, Kaare and Pedersen, Michael. Matrix Cookbook.
- Bubeck, Sebastien. Convex Optimization: Algorithms and Complexity.
- Varaiya, Pravin. Lecture Notes on Optimization.
- A note on block matrix manipulation identities by Fall 2022 TA Aryan Jain.