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Convex Optimization by Stephen Boyd (Stanford EE364A) available on itunesU. There's also a CVX101 Mooc[1], but I don't how it's different from the original material. IMO it's not the topic itself, but the invaluable material for machine learning, statistics and applied mathematics. And Boyd has such a huge insight on the topic it's always a pleasure to watch his lectures.

[1]https://lagunita.stanford.edu/courses/Engineering/CVX101/Win...

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Thanks for sharing! On iTunes U are there assignments or other course materials, or just the video lectures? I only see the videos there and I'd like to get my hands dirty practicing assignments and not just watch the lectures.

Then I suggest the website of the course where you can find homework and lots of material. You can follow the course as if you were enrolled. Also the free pdf copy of the book will certainly be useful.

http://stanford.edu/class/ee364a/index.html http://stanford.edu/~boyd/cvxbook/

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