This page is for some more classic references which I think serve as good background material for people who are relatively new to these areas. I have not read the books mentioned here completely but the parts I read have helped in my understanding considerably. I should mention that these are just references that I came across and found useful and by no means is a comprehensive list.

I will also add a page on more recent developments in some of these areas soon along with my (currently rather unpolished) notes on real-stability and hyperbolicity which are under preparation.


  • S. Boyd and L. Vandenberghe. Convex Optimization. This is a really good book and I would recommend this book as the first reference to anyone who wants to enter the field of ML and Convex Optimation. An even better thing is that this book is available free of cost here.
  • A. Ben-Tal and A. Nemirovski. Lectures on Modern Convex Optimization. This is a book I would recommend to more advanced readers. It contains a beautiful rigorous treatment of Conic (Qadratic) programming, SDPs and interior point methods along with other methods. This book is also available free of cost here.
  • Y. Nesterov. Introductory Lectures on Convex Programming. Volume I: Basic course. This book like the one above it is yet another which deals with the subject of convex optimization with considerable rigor. Available for free here
  • S. Bubeck. Convex Optimization : Algorithms and Complexity This book is written from a more machine learning perspective while being faithful to the classical theory and also includes a topic of much recent interest - stochastic methods. I also found it useful to understand Frank-Wolfe and the cutting plane method. Available for free here
  • Convex Optimization course by Ryan Tibshirani and Javier Pena at CMU. The video lectures have also been very helpful. Link to a course offering is available here.
  • Serge Lang. Linear Algebra, Third Edition. Springer's Undergraduate Texts in Mathematics Series. While not Convex Optimization specifically, I think this is an excellent text for Linear Algebra which is a very useful tool.

Coming Soon

I will add more references soon but I think Woodruff's survey is pretty comprehensive.
  • D.P. Woodruff. Sketching as a Tool for Numerical Linear Algebra. A freely downloadable copy is available here.

Spectral Graph Theory Coming Soon