Week 1: January 7-11, 2019
Introduction and Convex Sets

• Lecture 1
• Lectures 2-3, with annotations here
• Boyd and Vandenberghe, Chapter 2

• A Tutorial on Convex Optimization, by H. Hindi, American Control Conference, 2004.

Week 2: January 14-18, 2019
Convex Functions

• Lectures 4-5, with annotations here
• Boyd and Vandenberghe, Chapter 3
• Notes on MM1 queue (for homework 1)

Week 3: January 21-25, 2019
Convex Optimization Problems

• Lectures 6-7 , with annotations here
• Boyd and Vandenberghe, Chapter 4

Week 4: January 28- February 1, 2019
Formulations of convex optimization problems in applications

• Lectures 8-9, with annotations here
• Papers referred to in the notes.

Week 5-6: February 4-15, 2019
Lagrange duality and applications

• Lectures 10-13, with annotations here
• Boyd and Vandenberghe, Chapter 5.1-5
• Papers referred to in the notes.

Week 7-8: February 18- March 1, 2019
Optimization algorithms

• Lectures 14-17, with annotations here
• Boyd and Vandenberghe, Chapters 9.1-5, 10.1-3, 11.1-4, 11.7
• Bertsekas and Tsitsiklis, Chapter 3

Week 9: March 4-8, 2019
Stochastic optimization

• Lectures 18-19, with annotations here
• "Understanding Machine Learning: From Theory to Algorithms, " Chapter 14, available online here
• Paper "Online Learning and Stochastic Approximations"

Week 10: March 18-22, 2019
Congestion control and Cross-Layer optimization

• Lectures 20-21, with annotations here
• Paper "Internet Congestion Control" (pages 28-34 suffice)
• Paper "Rate control for communication networks: shadow prices, proportional fairness and stability" ("introduction" and "outline of results" suffice)
• Paper "REM: Active Queue Management"
• Paper "A Tutorial on Cross-Layer Optimization in Wireless Networks"

Week 11-12: March 25 - Aprile 5, 2019
Optimization under uncertainty, Markov Decision Processes and Dynamic Programming Algorithm

• Lectures 22-25, with annotations here

• D. Bertsekas, "Dynamic Programming and Optimal Control: Approximate Dynamic Programming," 4th Edition, Vol. II, Chapters 1-5.

Week 13: April 8 - 12, 2019
The curse of dimensionality and approximate Dynamic Programming

• Lectures 26-27

• D. Bertsekas, "Dynamic Programming and Optimal Control: Approximate Dynamic Programming," 4th Edition, Vol. II, Chapter 6.