S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004. (This book is available on-line, but I strongly recommend to buy a hardcopy). Optional or Other References. D.

Non-convex optimization is now ubiquitous in machine learning. While previously, the focus was on convex relaxation methods, now the emphasis is on being able to solve non-convex problems directly.

This course will provide a rigorous introduction to the rich field of convex analysis, particularly as it relates to mathematical optimization and duality theory. In addition to formal analytical ...

This talk presents the latest developments on convex liftings, a tool belonging to the class of lift-and-project techniques with various applications in control engineering. According to the latest ...