The required textbook for this course is "Convex optimization" by
Boyd and Vandenberghe (abbreviated BV, available on the web) and on reserve at the Math Research Library PDL 3rd Floor
For the machine learning topics, a good reference is "Elements of
statistical learning" (ESL) by R. Tibshirani, T. Hastie and J. Friedman
available on the web . This book only partly
covers the material of the course, so I shall sometimes supplement the
course notes with research articles.