• This course follows closely this book, by Calafiore and El Ghaoui, which provides an introduction to optimization and linear algebra.

  • Lots of background material (eg, on linear algebra) can be found on the livebook on optimization. (You will need to register; it is free.)

  • A more advanced treatment is: Stephen Boyd and Lieven Vandenberghe. ​Convex optimization​, Cambridge university press, 2004.