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I have taken some courses in Convex optimization. Now I would like to know a little bit more about the pure mathematical side. Is there any good books in convex analysis? I have read and worked with Boyds Convex Optimization book. Is there any video lectures anywhere? It would be nice as well. Thanks

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For pure convex analysis there is the famous R.T Rockafellar press.princeton.edu/titles/1815.html –  user8 Jan 12 '13 at 16:24
    
Does anyone know any online course on convex analysis? –  user25004 Jan 27 at 5:29

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