Non-convex optimization is now ubiquitous in machine learning. While previously, the focus was on convex relaxation methods, now the emphasis is on being able to solve non-convex problems directly.

S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004. (This book is available on-line, but I strongly recommend to buy a hardcopy). Optional or Other References. D.

o Convex Optimization Algorithms, Dimitri P. Bertsekas, ISBN: 978-1886529281; BACK TO TOP. Northwestern Seal. Industrial Engineering and Management Sciences McCormick School of Engineering, ...