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This book is truly wonderful. Probably my favorite math book.

Those of you who may be interested in convex optimization may want to take a look at these "MIT OCW-like" pages:

http://see.stanford.edu/SEE/courseinfo.aspx?coll=2db7ced4-39... http://see.stanford.edu/SEE/courseinfo.aspx?coll=523bbab2-dc...

and those who are interested in convex optimization and Python programming, might want to take a look at these:

http://abel.ee.ucla.edu/cvxopt http://cvxmod.net

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i second this. this is probably my favorite text book behind Mackay's "Information Theory, Inference, and Learning Algorithms".

if you take the time to honestly follow the text you come away with a great understanding of convex optimization... both the theory and the methods.

Now that you've reminded me of Mackay's equally wonderful book, I can't decide which of these two is my favorite ;-) All math books should be like these two gems. I never get tired of reading them.

It seems to be available for free online as well: http://www.inference.phy.cam.ac.uk/mackay/itila/book.html

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