optimization是金融优化不可或缺的工具，这份notes讲的很清晰易懂，老师是普林和斯坦福毕业的，随便附上hw，比讲课内容难，不过如果认真思考会很有帮助。
希望对大家有帮助

1.Introduction
2. Convex Analysis
3.Linear Programming
4.Applications of Linear Programming
5.Conic Linear Programming
6.Applications of Conic Linear Programming
7.Optimality Conditions
8.Optimality Conditions and Lagrangian Duality
9.Optimization Algorithms