Lecture 1: January 9, 2023
Introduction

• Lecture 1

Lecture 2 - 4: January 11 - 18, 2023
Convex Sets

• Lecture 2
• Lecture 3
• Lecture 4
• Boyd and Vandenberghe, Chapter 2

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

Lectures 5-8: January 20-30, 2023
Convex Functions

• Lecture 5
• Lecture 6
• Lecture 7
• Lecture 8
• Lecture 9
• Boyd and Vandenberghe, Chapter 3

Lectures 10-14: February 1-10, 2023
Convex Optimization Problems

• Lecture 10
• Lecture 11
• Lecture 12
• Lecture 13
• Lecture 14
• Boyd and Vandenberghe, Chapter 4
• Papers referred to in the notes.

Lectures 15-18: February 13-20, 2023
Optimization Algorithms

• Lecture 15
• Lecture 16
• Lecture 17
• Lecture 18
• Bertsekas and Tsitsiklis, Chapter 3
• Handout in class.

Lectures 19-24: February 22 March 8, 2023
Duality

• Lecture 19
• Lecture 20
• Lecture 21
• Lecture 22
• Lecture 23
• Lecture 24
• Boyd and Vandenberghe, Chapter 5
• Papers referred to in the notes.

Lectures 25-27: March 10-22, 2023
Congestion Control in the Internet

• Overview of TCP Congestion Control (TCP1) (TCP2)
• Lecture 25
• Lecture 26
• Lecture 27
• Handouts and references given in class.

Lectures 28-29: March 24-27, 2023
Cross-Layer Optimization for Wireless Networks

• Lecture 28
• Lecture 29
• Handouts and references given in class.

Lectures 30-34: March 31-April 10, 2023
Markov Decision Processes: Finite-Horizon Problems

• Lecture 30
• Lecture 31
• Lecture 32
• Lecture 33
• Lecture 34

Lectures 35-38: April 12-19, 2023
Markov Decision Processes: Infinite-Horizon Problems

• Lecture 35
• Lecture 36
• Lecture 37
• Lecture 38

Lectures 39-40: April 21-24, 2023
Constrained MDP, Duality and Index Policies

• Lecture 39
• Lecture 40