Book for self study of algorithms in group theory I am a math major interested on TCS. 

I want to self-study the algorithms, and complexity of them for solving the group theoretical problems like find order of elements, coset enumeration, find generator, test if a given subset generates the group. 

What book should I read?
It really makes a difference what the input to the algorithm is: how do you specify a group?

If you want groups given by generators and relators, I would suggest Combinatorial Group Theory, by Magnus, Karrass, and Solitar (but algorithms there are sparse because too many of the important problems are undecidable).

If you want automatic groups (groups whose elements are strings of symbols and whose group operations are performed by finite automata, with applications in low-dimensional topology), I would suggest Word Processing in Groups by Epstein (not me!), Cannon, Holt, Levy, Paterson, and Thurston.

If you want permutation groups (the kind of group-theoretic algorithm that is most relevant e.g. for graph isomorphism) then Seress has a book Permutation Group Algorithms but I don't have a copy so I can't tell you whether it's any good.

There should be a fourth paragraph here about matrix group algorithms but I don't know of a book on that topic. There's a little coverage in Seress's book.