A few textbooks

Convex Optimization

1. Yurii Nesterov. Lectures on convex optimization. Springer. 2018.

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

3. Dimitri Bertsekas. Convex Optimization Algorithms. Website

4. Yurii Nesterov and Arkadii Nemirovskii. Interior-Point Polynomial Algorithms in Convex Programming. SIAM. 1994.

Optimization for Machine Learning

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

2. Guanghui Lan. Lectures on Optimization Methods for Machine Learning. 2019.

3. Elad Hazan. Lectures notes on optimization for ML.

4. Sebastien Bubeck. Convex Optimization: Algorithms and Complexity.

Nonlinear programming

1. Dimitri Bertsekas. Nonlinear programming. Athena Scientific. 3rd Edition. 2016

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

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

Misc Math

1. Roger Horn and Charles Johnson. Topics in matrix analysis.

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