Currently, I am a year three undergraduate studying EECS. Having a great interest in optimization theories, I suppose I should start with learning convex optimization. However, my school only offers convex optimization courses for graduate students, and I cannot find an appropriate book to learn it myself.
I have taken the following maths courses:
- Calculus I & II (B+ and A-)
- Linear Algebra (A+)
- Probability (A)
- Introduction to convex analysis (A-)
- Discrete Mathematics (A+)
- Numerical Analysis (A)
- Mathematical-Physical methodology (B)
Some of my senior classmates suggested that the classic by Steven Boyd is a good option, but I find reading such a massive book for a newbie quite cumbersome and inappropriate. Are there any other recommendations?
Thanks a lot!
Best Answer
Perhaps you can try this classic book by Bubeck: https://arxiv.org/abs/1405.4980