Introductory Lectures on Convex Programming Volume I: Basic course

Boston, Kluwer, 2004, 212с.Nonlinear Programming. The World of Nonlinear Optimization. Local methods in unconstrained minimization. First-order methods in nonlinear optimization.Smooth Convex Programming. Minimization of Smooth Functions. Optimal Methods. Minimization Problem with Smooth Components.Nonsmooth Convex Programming. General Convex Functions. Nonsmooth Minimization Methods. Methods with Complete Data.Structural Programming. Self-Concordant Functions. Self-Concordant Barriers. Applications of Structural Programming.