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Textbooks, References, and Papers
Convex Optimization
Yurii Nesterov. Introductory lectures on convex optimization. Kluwer-Academic. 2003
Stephen Boyd, Lieven Vandenberghe. Convex Optimization. Cambridge University Press. 2003.
Dimitri Bertsekas. Convex Optimization Algorithms. Website
Optimization for Machine Learning
Suvrit Sra, Sebastian Nowozin, Stephen Wright (eds). Optimization for Machine Learning. MIT Press. 2011
Kohli. Tractability.
Langford, Bilenko.
Sebastien Bubeck. TODO.
Nonlinear programming
Dimitri Bertsekas. Nonlinear programming. Athena Scientific. 1999
Boris Polyak. Introduction to Optimization. Optimization Software. 1987
D. Bertsekas and J. Tsitsiklis. Parallel and Distributed Computation. Athena Scientific.
Jorge Nocedal, Stephen J. Wright. Numerical optimization.
Convex Analysis
Jean-Baptiste Hiriart-Urruty, Claude Lemaréchal. Fundamentals of convex analysis. Springer. 2004.
R. Tyrrell Rockafellar. Convex analysis. Princeton University Press. 1970
Constantin Niculescu and Lars-Erik Persson. Convex functions and their applications. Canadian Mathematical Society. 2006
Jonathan Borwein and Adrian Lewis. Convex Analysis and Nonlinear Optimization. Canadian Mathematical Society. 2006
A. Wayne Roberts, Dale E. Varberg. Convex functions. Academic Press UK. 1973
Convex geometry and optimization
Grigoriy Blekherman, Pablo A. Parrilo, Rekha Thomas. Semidefinite Optimization and Convex Algebraic Geometry. MPS-SIAM Series (Book 13). 2012
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
R. Horn and C. Johnson. Matrix Analysis.
R. Horn and C. Johnson. Topics in matrix analysis.
Rajendra Bhatia. Matrix Analysis. Springer GTM 169. 1997
Mohamed A. Khamsi, William A. Kirk. An introduction to metric spaces and fixed point theory. John Wiley & Sons. 2001.
Marshall, Olkin, Arnold. Inequalities: Theory of Majorization and its Applications.
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