Convex Optimization Courses and Certifications

Convex Optimization I - Lecture 17

Explore advanced convex optimization techniques with Stanford's Stephen Boyd, focusing on practical applications and theoretical foundations in electrical engineering and beyond.

• YouTube
• 1 hour 17 minutes
• Self-Paced
• Free Video

Convex Optimization I - Lecture 16

Explore advanced convex optimization techniques with Stanford's Stephen Boyd, focusing on practical applications and theoretical foundations in electrical engineering and beyond.

• YouTube
• 1 hour 22 minutes
• Self-Paced
• Free Video

Convex Optimization I - Lecture 15

Explore advanced convex optimization techniques with Stanford's Stephen Boyd, covering key concepts and applications in electrical engineering and beyond.

• YouTube
• 1 hour 17 minutes
• Self-Paced
• Free Video

The Julia Programming Language

Convex Network Flows - Optimization Framework and Applications

Introducing a general framework for modeling flow problems over hyper graphs, with applications in network optimization, power flow, and wireless networks. Includes fast, parallelizable algorithm implementation in Julia.

• YouTube
• 25 minutes
• Self-Paced
• Free Video

IIT Bombay;  NPTEL

Distributed Optimization and Machine Learning

Design and analyze distributed optimization algorithms under communication, network, computational, and robustness constraints, with applications to machine learning.

• Swayam
• 12 weeks
• Available until Oct 9, 2026
• Free Online Course

NPTEL;  IIT Kanpur

Applied Optimization for Wireless, Machine Learning, Big Data

This course is focused on developing the fundamental tools/ techniques in modern optimization as well as illustrating their applications in diverse fields such as Wireless Communication, Signal Processing, Machine Learning, Big Data and Finance.

• YouTube
• 1 day 11 hours
• Self-Paced
• Free Video

Convex Optimization in Control

Applies semidefinite programming and linear matrix inequalities to stability analysis and robust controller synthesis for linear dynamical systems.

• Swayam
• 12 weeks
• Available until Oct 9, 2026
• Free Online Course

NPTEL-NOC IITM

Subgradients and Subdifferential

Explore the mathematical concepts of subgradients and subdifferential, essential components in optimization theory and convex analysis.

• YouTube
• 33 minutes
• Self-Paced
• Free Video

NPTEL-NOC IITM

Proof of Concavity of the Dual Problem

Explore the mathematical proof demonstrating why the dual problem in optimization theory exhibits concavity properties.

• YouTube
• 19 minutes
• Self-Paced
• Free Video

Google TechTalks

Private Convex Optimization via Exponential Mechanism - Differential Privacy for Machine Learning

Explore private convex optimization using the exponential mechanism. Learn differential privacy, noisy SGD, and isoperimetric inequality for ML applications.

• YouTube
• 53 minutes
• Self-Paced
• Free Video

凸优化

系统学习凸集合、凸函数、对偶理论与优化算法，掌握凸模型构建、分析及求解。

• XuetangX
• Self-Paced
• Free Online Course

Operations Research (3): Theory

97 ratings at Coursera

Prove and apply the theory behind mathematical programs: linear programming duality, shadow prices, dual simplex and sensitivity analysis, network flow unimodularity, Lagrangian relaxation and KKT conditions.

• Coursera
• 8 weeks, 2 hours a week
• Self-Paced
• Paid Course

The Julia Programming Language

PiecewiseAffineApprox.jl - Automated Piecewise Affine Convex Approximations for Optimization Models

Explore piecewise affine convex approximations for optimization models using PiecewiseAffineApprox.jl, featuring flexible options and methods for best-fit calculations in Julia.

• YouTube
• 12 minutes
• Self-Paced
• Free Video

Introduction to Optimization

A self-contained course on the fundamentals of modern optimization with equal emphasis on theory, implementation, and application. We consider linear and nonlinear optimization problems, including net

• edX
• 8 weeks, 1-2 hours a week
• Self-Paced
• Free Certificate

IIT BHU;  NPTEL

A Primer to Mathematical Optimization

A mathematically rigorous, geometrically explained primer covering unconstrained and constrained optimization theory, convergence, duality, and modern algorithms.

• Swayam
• 12 weeks
• Available until Oct 9, 2026
• Free Online Course