• This book, by Calafiore and El Ghaoui, provides an introduction to optimization and linear algebra as well.

  • Introductory lectures on convex optimisation, by Y. Nesterov.

  • Nonlinear programming, by D. Bertsekas.

  • Convex Analysis, by R.T. Rockafellar.

  • Numerical optimization, by J. Nocedal & S. Wright.

  • Lectures on modern convex optimization, by A. Nemirovski.

  • Optimization for Machine Learning, by S. Sra, S. Nowozin, S. Wright.