One more thing, Stephen Boyd's class on convex optimization (he is one of the co-author of the book) can be found on Youtube:

http://www.youtube.com/results?search_type=&search_query...

a person has pit all the videos in notes and put the said notes on a blog:

http://minhva.blogspot.com/2009/02/convexoptimizationii-lect...

so you can watch the video and read the text of the video at the same time.

Igor.