1. D. P. Bertsekas, Constrained Optimization and Lagrange Multiplier Methods (Academic, New York, 1982).
2. B. T. Polyak, Introduction to Optimization (Optimization Software, New York, 1987).
3. Yu. Nesterov, Introductory Lectures on Convex Optimization: A Basic Course (Kluwer Academic, Massachusetts, 2004).
4. S. Boyd and L. Vandenberghe, Convex Optimization (Cambridge Univ. Press, Cambridge, 2004).
5. O. N. Granichin and B. T. Polyak, Randomized Algorithms for Estimation and Optimization under Almost Arbitrary Noise (Nauka, Moscow, 2003) [in Russian].