Material
Livebook:
You may find this livebook useful: https://inst.eecs.berkeley.edu/~ee127/sp21/livebook/
Textbook:
Optimization Models, by G.C. Calafiore and L. EI Ghaoui, Cambridge University Press, October 2014.
References:
Linear Algebra:
Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares, by S. Boyd and L. Vandenberghe. A great new textbook with emphasis on modeling.
Introduction to Linear Algebra, by G. Strang. A reference on linear algebra, with emphasis on concepts.
Linear Algebra and Applications, by D. Lay. I haven't fully checked this one, but seems to contain interesting examples.
Matrix Computations by Golub and Van Loan. The reference on numerical linear algebra.
Linear Algebra Close to Earth, by J. Khoury. Nice web-based material, with lots of illustrative examples.
Linear Algebra, by J. Hefferon introduces the concepts and examples.
Course Reader for EE 263 contains S. Boyd's lecture notes for a graduate-level class in linear algebra.
A Tutorial on Principal Components Analysis, by L. Smith.
Convex optimization
Convex Optimization, by Boyd and Vandenberghe. A reference on convex optimization, at graduate level.
Other links: