Finding convex optimization books for beginners.

book-recommendationconvex optimizationoptimization

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:

  1. Calculus I & II (B+ and A-)
  2. Linear Algebra (A+)
  3. Probability (A)
  4. Introduction to convex analysis (A-)
  5. Discrete Mathematics (A+)
  6. Numerical Analysis (A)
  7. 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