Resources:

Texts:

• Convex Optimization by Stephen Boyd and Lieven Vandenberghe
• The Matrix Cookbook by Kaare Brandt Petersen and Michael Syskind Pedersen

Supplemental Material:

MATLAB Software Package:

• cvx (download link and users' guide) by Michael Grant, Stephen Boyd, and Yinyu Ye
  

Exercises:

• Additional Exercises for Convex Optimization by Stephen Boyd and Lieven Vandenberghe

Extra Resources:

• Complete problems and solutions, as well as other material, for Convex Optimization Theory by Dimitri P. Bertsekas