Introduction to Optimization Theory

MS&E213 / CS269O - Fall 2020
Aaron Sidford (

This page has informatoin and lecture notes from the course "Introduction to Optimization Theory" (MS&E213 / CS 269O) which I taught in Fall 2020. 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.

Course Overview
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.


Lecture Notes

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

Lecture Schedule

Here is the schedule of material for the course.

Week 1

Week 2

Week 3

Week 4

Week 5

Week 6

Week 7

Week 8

Week 9

Week 10

Additional References

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: