Further references:
Ben-Tal
& Nemirovski. Lectures
on Optimization III: Convex Analysis, Nonlinear Programming Theory, Nonlinear
Programming Algorithms, SIAM. 2013
Bertsekas,
Nedich, & Ozdaglar. Convex Analysis and Optimization. Athena Scientific. 2003
Nesterov. Introductory Lectures on Convex Optimization: A Basic Course. Kluwer-Academic. 2003