Earlier quoted context omitted.
Stephen Boyd's Convex Optimization , http://stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf is gorgeous material. Large parts it are from theorems of the alternative, linear programming, Jensen's inequality, R. T. Rockafellar, etc., but Boyd makes it all a clean whole. That's the upside! The downside is that, IMHO, rarely does any one person need more than a small part of the whole book, and the parts that someone needs ar…
Funny - I had the same thoughts and Boyd and Vandenberghe’s book, which is why I compiled this “extreme abridgment” for what you need for the class: https://davidrosenberg.github.io/mlcourse/Notes/convex-optim...
Nice