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This student-run reading group meets weekly to discuss methods and applications of optimization.
Here is a list of resources which group members have recommended.
Hastie, Tibshirani & Wainwright Statistical Learning with sparsity Primarily about Lasso and its generalizations from a statistical perspective.
Off the Convex Path A blog with reflections on the methods of convex optimization.
I'm a Bandit A blog on Probability, Optimization, and Statistics. The “Complexities of Optimization” course notes on this site are a great introduction to research-level optimization.
For Fall 2017, the seminar is held on Tuesdays from 1:10-2:00p in MSB 3240