Optimization for Data Sciences @École Polytechnique by Samuel Vaiter Schedule Sept. 9: Introduction and Convex Analysis (S. Vaiter) Lecture 1 notes Lecture 1 (PDF) References Convex Optimization by Boyd and Vandenberghe. Lecture Notes on Convex Optimization by Nesterov. Numerical Optimization by Nocedal and Wright. Optimization for Modern Data Analysis by Recht and Wright.