Optimization

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