I'd also add C. T. Kelley's "Iterative Methods for Optimization" for more non convex theory. Nemirovski also has a variety of books and course notes that are a

I'd also add C. T. Kelley's "Iterative Methods for Optimization" for more non convex theory. Nemirovski also has a variety of books and course notes that are available, but I haven't spent as much time with them. I agree with thxg, there are few undergraduate textbooks that I've liked.