Some Books & Materials

Convex Optimization

• Convex Analysis and Optimization by D.P. Beserketas, A. Nedic and A.E. Ozdaglar

• Introduction to Optimization by B.T. Poyak

• Introductory lectures on convex optimization: A basic course by Y. Nesterov

• Convex Analysis by RT Rochefeller

• Covex Optimization by S. Boyd and L. Vandenberghe

• Convex analysis and Monotone Operator Theory in Hilbert Spaces by H.H. Bauschke and P.L. Combettes

Network Optimization

• Parallel and Distributed Computation by D.P. Beserketas and J.N. Tsitsiklis

Seminal Papers on Distributed Optimization

• Tsitsiklis, John N., Dimitri P. Bertsekas, and Michael Athans. ‘‘Distributed asynchronous deterministic and stochastic gradient optimization algorithms,’’ IEEE Transactions on Automatic Control, vol. 31, no. 9, pp. 803-812, Sep 1986.

• Nedic, Angelia, and Asuman Ozdaglar. ‘‘Distributed subgradient methods for multi-agent optimization.’’ IEEE Transactions on Automatic Control 54.1 (2009): 48-61.

• Boyd, Stephen, et al. ‘‘Distributed optimization and statistical learning via the alternating direction method of multipliers.’’ Foundations and Trends® in Machine Learning 3.1 (2011): 1-122.