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OptimizationReadingList
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# OptimizationReadingList ## Courses 1. [Linear Programming - Vanderberghe](http://www.seas.ucla.edu/~vandenbe/ee236a/ee236a.html) 2. [Convex Optimization - Vanderberghe](http://www.seas.ucla.edu/~vandenbe/ee236b/ee236b.html) 3. [Optimization Methods for Large-Scale Systems - VenderBerghe](http://www.seas.ucla.edu/~vandenbe/ee236c.html) 4. [Convex Optimization I - Stephen Boyd](http://stanford.edu/class/ee364a/) 5. [Convex Optimzation II - Stephen Boyd](http://stanford.edu/class/ee364b/) 6. [Stochastic Control](http://stanford.edu/class/ee365/) 7. [Convex Optimization - Ryan Tibshirani - CMU](http://www.stat.cmu.edu/~ryantibs/convexopt/) 8. [Advanced Optimization and Randomized Methods - Alex Smola, Suvrit Sra - CMU](http://www.cs.cmu.edu/~suvrit/teach/aopt.html) 9. [Convex Optimization - Fall 2012 - Geoff Gordon - CMU](https://www.cs.cmu.edu/~ggordon/10725-F12/) ## Video Lectures Note: This list is repetitive. It includes courses from those above, for which video recordings are available. 1. [Convex Optimization - Stephen Boyd - Stanford](https://www.youtube.com/playlist?list=PL3940DD956CDF0622) A must-do course. Provides an excellent foundation. His book is good too. 2. [Convex Optimization - Ryan Tibshirani - CMU](https://www.youtube.com/playlist?list=PLvJ08ASPN6JPOsN1O91T0uVA-U7jfYBKU) 3. [Advanced Optimization and Randomized Algorithms (Recitations) - Suvrit Sra - CMU](https://www.youtube.com/playlist?list=PLjTcdlvIS6cj73EbnBdr6sz7_KEw1Evzp) Recitations from a Ph.D. level course 4. [Advanced Optimization and Randomized Algorithms (Lectures) - Suvrit Sra - CMU](https://www.youtube.com/playlist?list=PLjTcdlvIS6cjdA8WVXNIk56X_SjICxt0d) 5. 9. [Convex Optimization - Fall 2015 - Ryan Tibshirani - CMU](https://www.youtube.com/playlist?list=PLjbUi5mgii6BZBhJ9nW7eydgycyCOYeZ6)
