For theoretical continuous/nonlinear/convex optimization, your #1 is the bible, together with

"Convex Optimization" by Boyd & Vandenberghe.

However, beware that both are grad textbooks. They can be tough going at times. Unfortunately, I never found undergrad textbooks I liked much, for theory.

If you're interested in discrete optimization too (the other half of math optimization), the classics are:

"Optimization Over Integers" by Bertsimas & Weismantel

"Integer and Combinatorial Optimization" by Nemhauser & Wolsey