Textbooks, References, and Papers

Convex Optimization

  1. Yurii Nesterov. Introductory lectures on convex optimization. Kluwer-Academic. 2003

  2. Stephen Boyd, Lieven Vandenberghe. Convex Optimization. Cambridge University Press. 2003.

  3. Dimitri Bertsekas. Convex Optimization Algorithms. Website

Optimization for Machine Learning

  1. Suvrit Sra, Sebastian Nowozin, Stephen Wright (eds). Optimization for Machine Learning. MIT Press. 2011

  2. Kohli. Tractability.

  3. Langford, Bilenko.

  4. Sebastien Bubeck. TODO.

Nonlinear programming

  1. Dimitri Bertsekas. Nonlinear programming. Athena Scientific. 1999

  2. Boris Polyak. Introduction to Optimization. Optimization Software. 1987

  3. D. Bertsekas and J. Tsitsiklis. Parallel and Distributed Computation. Athena Scientific.

  4. Jorge Nocedal, Stephen J. Wright. Numerical optimization.

Convex Analysis

  1. Jean-Baptiste Hiriart-Urruty, Claude Lemaréchal. Fundamentals of convex analysis. Springer. 2004.

  2. R. Tyrrell Rockafellar. Convex analysis. Princeton University Press. 1970

  3. Constantin Niculescu and Lars-Erik Persson. Convex functions and their applications. Canadian Mathematical Society. 2006

  4. Jonathan Borwein and Adrian Lewis. Convex Analysis and Nonlinear Optimization. Canadian Mathematical Society. 2006

  5. A. Wayne Roberts, Dale E. Varberg. Convex functions. Academic Press UK. 1973

Convex geometry and optimization

  1. Grigoriy Blekherman, Pablo A. Parrilo, Rekha Thomas. Semidefinite Optimization and Convex Algebraic Geometry. MPS-SIAM Series (Book 13). 2012

  2. Jesus A. De Loera, Raymond Hemmecke and Matthias Koeppe. Algebraic and Geometric Ideas in the Theory of Discrete Optimization. MPS-SIAM Series (Book 14). 2012.

Misc Math

  1. R. Horn and C. Johnson. Matrix Analysis.

  2. R. Horn and C. Johnson. Topics in matrix analysis.

  3. Rajendra Bhatia. Matrix Analysis. Springer GTM 169. 1997

  4. Mohamed A. Khamsi, William A. Kirk. An introduction to metric spaces and fixed point theory. John Wiley & Sons. 2001.

  5. Marshall, Olkin, Arnold. Inequalities: Theory of Majorization and its Applications.