Materials

Books

  • Lectures on Convex Optimization by Yurii Nesterov

  • Методы оптимизации, Часть I. Введение в выпуклый анализ и теорию оптимизации

  • Методы оптимизации, Часть II. Численные алгоритмы

Courses

Blogs and personal pages

  • I’m a bandit blog by Sébastien Bubeck.
  • Blog by Moritz Hardt.
  • Blog by Sebastian Pokutta with great cheat sheets on optimization.
  • Blog by Sebastian Ruder about NLP and optimization.
  • Personal page of Peter Richtarik with announcements and news.
  • Personal page of Suvrit Sra.

Software and apps

Other