The textbook for this course is
G. Calafiore, L. El Ghaoui. Optimization Models. Cambridge University Press, October 2014.
Other useful references include the following.
Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares, by S. Boyd and L. Vandenberghe. A great new textbook with emphasis on modeling.
Introduction to Linear Algebra, by G. Strang. A reference on linear algebra, with emphasis on concepts.
Linear Algebra and Applications, by D. Lay. I haven't fully checked this one, but seems to contain interesting examples.
Matrix Computations by Golub and Van Loan. The reference on numerical linear algebra.
Linear Algebra Close to Earth, by J. Khoury. Nice web-based material, with lots of illustrative examples.
Linear Algebra, by J. Hefferon introduces the concepts and examples.
Course Reader for EE 263 contains S. Boyd's lecture notes for a graduate-level class in linear algebra.
A Tutorial on Principal Components Analysis, by L. Smith.
Convex Optimization, by Boyd and Vandenberghe. A reference on convex optimization, at graduate level.
Optimization journals.