S Boyd, L. Vandenberghe. Convex Optimization. Cambridge University Press, New York, 2004.

Boyd and Vandenberghe provide an excellent textbook on convex optimization, covering both theory and algorithms. In addition, it is the perfect textbook for a lecture on convex optimization - as for example given by Prof. Bommes at RWTH Aachen University last semester. Personally, I can also recommend the corresponding lecture slides provided by Boyd and Vandenberghe: Slides.

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