Warning: they are not up to date, I changed notation in the course.
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First-Order Methods in Optimization (Amir Beck): you will find a lot of information in this book, I will refer to it as “Beck” in the course.
Convex Optimization (Stephen Boyd and Lieven Vandenberghe)
Optimization with Sparsity-Inducing Penalties (Francis Bach, Rodolphe Jenatton, Julien Mairal, Guillaume Obozinski)
2021-2022
2020-2021