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Books

Optimization

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Convex Optimization
Stephen Boyd and Lieven Vandenberghe
Cambridge University Press (2004)

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Numerical Optimization (2nd Edition)
Jorge Nocedal and Stephen Wright
Springer (2006)

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Lectures on Convex Optimization
Yurii Nesterov
Springer (2018)

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Introductory Lectures on Convex Optimization: A basic course
Yurii Nesterov
Springer (2004)

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First-Order Methods in Optimization
Amir Beck
SIAM (2017)

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Convex Analysis and Monotone Operator Theory in Hilbert Spaces
Heinz H. Bauschke and Patrick L. Combettes
Springer (2017)

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The Matrix Cookbook
Kaare Brandt Petersen and Michael Syskind Pedersen

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