There is no required textbook, but the following fine texts are recommended.
Stephen J. Wright and Benjamin Recht. Optimization for Data Analysis. Cambridge University Press, 2022.
Amir Beck. First-Order Methods in Optimization. SIAM, 2017.
Boris Polyak. Introduction to Optimization. Optimization software, 1987.
Yurii Nesterov. Lectures on Convex Optimization (2nd). Springer, 2018.
Programming books for reference:
Eric Darve and Mary Wootters. Numerical Linear Algebra with Julia. SIAM, 2021.
Christian Hill. Learning Scientific Programming with Python. Cambridge University Press, 2020.
For those who need to refresh math (all of us?):
Thomas A. Garrity. All the Math You Missed (But Need to Know for Graduate School). Cambridge University Press, 2021. 2nd Edition.
Stephen Boyd and Lieven Vandenberghe. Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares. Cambridge University Press, 2018.