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What I tried to do when I was working full-time was: Get up early in the morning, review some definitions, then read perhaps only one theorem, try to prove it yourself, then read the proof in the book, then try to find a problem in the exercises that would use that theorem or refers to it, and take those problems with me to work. At work, I could then think about it while doing less demanding tasks or just during breaks. Then, after work, I was exhausted so I only read a little bit and looked at new definitions or so. Lots of time, I also just goofed off (yeah, it took discipline and energy to get something done when working full days). On weekends, I could naturally do more. Still, this was my slowest time, for obvious reasons, and I could never have gotten through the material if I had been working full-time all the time.

In my first year of a doctoral program, I could study from after lunch until next morning and I concentrated on getting the fundamentals right. The greatest book, the one where things began to click, was Rudin's "principles of mathematical analysis". Before I came to this book, I had wasted a lot of time finding my style of learning or, if you will, discovering my preferences. But if you already have the basics and are not going to waste as much time as I was trying to figure out what is what, you might pull it off much quicker.

Good luck! To me it was a cool time and I finally got rid of my math inferiority complex ;)

Thank you very much! I thought you were going to say it couldn't be done while working full time. You give me hope.

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