[thxg]

For theoretical continuous/nonlinear/convex optimization, your #1 is the bible, together with

"Convex Optimization" by Boyd & Vandenberghe.

However, beware that both are grad textbooks. They can be tough going at times. Unfortunately, I never found undergrad textbooks I liked much, for theory.

If you're interested in discrete optimization too (the other half of math optimization), the classics are:

"Optimization Over Integers" by Bertsimas & Weismantel

"Integer and Combinatorial Optimization" by Nemhauser & Wolsey

[actinium226]

Not sure what you mean by the bible?

[thxg]

Sorry, I meant that those two books seem to be "classics" that are often used as references in graduate courses.

[actinium226]

I'm confused, did you maybe not list one of the ones you were thinking of? In your original post you just list Convex Optimization and then two books on discrete optimization. I'd be very curious to know what the other one you're referring to alongside Convex Optimization.

[dkshdkjshdk]

He said "your #1", making reference to the first book in OPs list: "Numerical Optimization" by Jorge Nocedal and Stephen J. Wright.

It's pretty fun to read.

[samuel2]

Thank you a lot!

[chronal]

You grab a copy of "Convex Optimization" by Boyd & Vandenberghe over here: https://web.stanford.edu/~boyd/cvxbook/

This is more optimal control but I really enjoyed reading through these notes: https://math.berkeley.edu/~evans/control.course.pdf