Convex Optimization Stephen Boyd and Lieven Vandenberghe Cambridge University Press (2004)
Numerical Optimization (2nd Edition) Jorge Nocedal and Stephen Wright Springer (2006)
Lectures on Convex Optimization Yurii Nesterov Springer (2018)
Introductory Lectures on Convex Optimization: A basic course Yurii Nesterov Springer (2004)
First-Order Methods in Optimization Amir Beck SIAM (2017)
Convex Analysis and Monotone Operator Theory in Hilbert Spaces Heinz H. Bauschke and Patrick L. Combettes Springer (2017)
The Matrix Cookbook Kaare Brandt Petersen and Michael Syskind Pedersen