I am doing a semester project on Support Vector Machines, where I am supposed to read up on the mathematics behind it, as well as give some proofs of the mathematics.
I am an undergraduate, with a foundation of linear algebra and optimization.
However, I cannot find any textbooks that teaches support vector machines in details...
Can I get some recommendations?
Video recommendations are welcome too, but ultimately, I need a strong working foundation of SVMs enough for me to write a 25 page report.
Since you have a background in optimization, I recommend reading the explanation of Support Vector Machines that appears in Chapter 8 of Boyd and Vandenberghe (free online).
The book Linear and Nonlinear Optimization, by Griva, has several pages about Support Vector Machines.
I've also heard good things about the book Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond, by Scholkopf and Smola.