<i>I would love to understand more about this subject, and I have tried to learn it the same way I learned how to program: by Googling and working on my own problems. However, the resources simply don't seem to be there in the same way. What's the deal, here?</i><p>I would suggest the method that works (and is proven to work by the gazillion undegraduate mathematicians and physicists who get it to work every year): get some tutoring in the topic and/or acquire some quality undegraduate (or graduate) textbooks.<p>Once you have the basic principles down (basically the curriculum of a degree), you will still find it hard to approach a completely new topic like "convex sets/functions/optimisations", but you'll have a method that works.