A First Coure in Optimization
Department of Electrical Engineering, IIT Bombay
I am currently taking the course EE659: A First Course in Optimization under Professor Vivek Borkar. The course assumes familiarity with some basic real analysis and some mathematical rigor. The course is elementary in the sense that it does not use a lot of heavy machinery, but rather only some very basic results. For example, we provide a proof of the famous Karush-Kuhn-Tucker conditions using nothig but the Bolzano-Weierstrass Theorem. My notes for the course can be viewed here.