Section outline
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For the optimization part:
- S. Boyd, L. Vandenberghe, Convex optimization, Cambridge University Press, 2004
- M.S. Bazaraa, H.D. Sherali, C.M. Shetty, Nonlinear programming: theory and algorithms, Wiley & Sons, 2006 (Chapters 1-6, 8-9)
- J. Nocedal, S. Wright, Numerical Optimization, Springer Series in Operations Research and Financial Engineering, 2006 (Chapters 1-3, 5, 12, 16, 17)
- A.R. Conn, K. Scheinberg, L.N. Vicente, Introduction to Derivative-Free Optimization, SIAM series on Optimization, 2009 (Chapters 1, 7)
For the numerical linear algebra part:
- J. Demmel, Applied Numerical Linear Algebra, SIAM press 1996
- L. N. Trefethen, D. Bau, Numerical Linear Algebra, SIAM press 1997 (alternative)