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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 '14 at 5:29
    
@user25004 im pretty sure stanford has an online course (at least video lectures) on the subject matter. –  ZMI Oct 8 '14 at 17:23
    
@ZMI Are you talking about convex optimization or convex analysis? I am asking about convex analysis. –  user25004 Oct 10 '14 at 21:39
    
Yeah it might actually be convex optimization now that I think of it. I think he does the basics in convex analysis but if you've already studied Boyds book that might be too basic. –  ZMI Oct 11 '14 at 10:15

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