Course 6.253 by Dimitri P. Bertsekas

Fall 2005 Lectures: MW 2:30-4:00, 36-112

TA: Huizhen Yu, Office Hour : F 3:30-5:00, 32-D574A

Course Description

Syllabus

Lecture Slides

Here is the complete set of lecture slides based on the 2005 offering of this course.

Class Handouts

Textbook

Convex Analysis and Optimization, 2003, Athena Scientific (ISBN 1-886529-45-0)

References

A book widely viewed as the classic convex analysis reference is Rockafellar, R. T., Convex Analysis, Princeton Univ. Press, 1970. (Available in paperback.)

A useful reference that complements the textbook with descriptions of many engineering and other applications of convex analysis is the book Convex Optimization by Boyd and Vandenberghe (it can be downloaded from the www).

Another book that strikes a good balance between convex optimization theory and some special types of applications is Ben-Tal, A., and Nemirovski, A., 2001. Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, SIAM, Philadelphia. It emphasizes conic and semidefinite programming and their applications.

A New Look at Convex Analysis and Optimization by Dimitri P. Bertsekas

Updated December, 2005