Book: Convex Optimization by S. Boyd and L. Vandenberghe
Compressed sensing resources
Sparse- and low-rank approximation wiki
Nuit Blanche (a compressed sensing blog)
Big Picture in Compressive Sensing
Matrix Factorization Jungle Page
Optimization Online
RICE CAAM Technical Reports
UCLA CAM Reports
Stanford EE364a by S. Boyd
Stanford EE364b by S. Boyd
Stanford Math301 by E. Candes