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Books and other resources |
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The textbook for this course is "Convex optimization" by
Boyd and Vandenberghe (abbreviated BV, available on the web). I shall also use
"Nonlinear programming" by D. Bertsekas (B) and the ever useful "Numerical recipes" by Press, Teukolsky, Vetterling
and Flannery (NR) which is available on the web (text and
code!).
In addition, I shall occasionally distribute research articles
as reading material.
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Contact the instructor at: mmp@stat.washington.edu
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