Can anyone recommend a numerical optimization book or course note?

Question

My background is primarily in mathematicians. I am familiar with graduate level analysis, linear algebra, numerical linear algebra, but have very limited experience with numerical analysis.

Can anyone recommend a numerical optimization book or course note?

Ideally, it should take advantage of linear algebra and analysis whenever necessary and provide a lot of intuitions because I will primarily be reading on my own. The proofs are secondary, but I will be interested in reading constructive proof that facilitates understanding.

If it is a part of a video lecture, that would very helpful.

My goal is to be able to develop a decent understabding of the core theory and use commonly used numerical optimization techniques effectively (like implemented in script or c++).

Answer 1

Well, a simple Google search yielded me a PDF of Nocedal and Wright’s classic Numerical Optimisation, Springer.

In India, the following NPTEL course is highly recommended.

Answer 2

I highly recommend the lecture notes from EE236 by Vandenberghe at UCLA. There are three courses (A, B, and C) and there's a corresponding textbook (Convex Optimization by Boyd and Vandenberghe, which is free online).

Answer 3

I recommend the two recent books by Amir Beck: (1) Introduction to Nonlinear Optimization and (2) First-order methods in Optimization, SIAM. The other books are fine, but I personally enjoy the clarity and level of details in Beck's books more.