README_en.md

Optimization Methods

Resources for seminars on "Optimization methods" course for 3-rd year students of DCAM MIPT

Links to resources of seminars

Fall term

1. Introduction

2. Convex sets

3. Projection onto set, separation, support hyperplane

Spring term

References to courses and books related to the course

1. Stephen Boyd, Lieven Vandenberghe. Convex Optimization

2. Convex optimization course by S. Boyd at Stanford

3. Convex analysis and optimization course at MIT

4. Optimization methods course by L. Vandenberghe at UCLA

5. Y.E. Nesterov. Introductory lectures on convex optimization: A basic course

6. B.T. Polyak. Introduction to optimization

7. Lectures by A. Juditsky at Grenoble UJF

8. Matrix Cookbook

9. Video lectures by S. Boyd on course Convex Optimization at Stanford

10. Minicourse on convex optimization by S. Boyd'a

11. Nonlinear Optimization by A. Ruszczy

References to resources about optimization

1. Convex Optimization: Algorithms and Complexity by S. Bubeck

2. Blog by S. Bubeck

3. Numerical Optimization by J. Nocedal & S. J. Wright

4. Lectures on Modern Convex Optimization by A. Nemirovski

5. Review of Stochactic Optimization Algorithms

6. Semidefinite Optimization by M. Laurent & F. Vallentin