This page has informatoin and lecture notes from the course "Introduction to Optimization Theory" (MS&E213 / CS 269O) which I taught in Spring 2017. I hope you enjoy the content as much as I enjoyed teaching the class and if you have questions or feedback on the note, feel free to email me.
This class will introduce the theoretical foundations of continuous optimization. Starting from first principles we show how to design and analyze simple iterative methods for efficiently solving broad classes of optimization problems. The focus of the course will be on achieving provable convergence rates for solving large-scale problems.
Here are the links for the course lecture notes. Feedback is welcome and if there is anything that is unclear or you would like added, please feel free to contact me. My apologies for missing citations and references; these may be added over time in future course offerings
The material in the lecture notes is based primarily on my own experience with optimization and the following two texts:
Additional resources that may be helpful include the following: