Math and linear algebra prerequisites for convex optimization

599 Views Asked by At

I’m trying to learn convex optimization watching Ryan Tibshirani lectures. I sometimes have a hard time understanding basic math in his lectures. Like sets and their properties or how you define a line or hyperplanes using vectors ($\mathbf{A}^{T}\mathbf{x} =\mathbf{b}$). How do I catch up with the math? Is there any introductory book on this subject!? Like a calculus or linear algebra book?