转自http://blog.sina.com.cn/s/blog_631a4cc40100xh93.html
1.《Convex Optimization》这本是是斯坦福的Stephen P. Boyd教授写的,非常权威,书的主页:http://www.stanford.edu/~boyd/cvxbook/
2.《Nonlinear Programming: 2nd Edition》by Dimitri P. Bertsekas
3.《Numerical Optimization》
by Nocedal and Wright