Book sequence on convex analysis

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For those seeking rigorous texts on convex analysis with prior exposure to the subject, Rockafellar's "Convex Analysis" and Fenchel's "Convex Cones, Sets and Functions" are considered foundational works. However, modern alternatives are also available. Notable recommendations include "Convex Analysis and Nonlinear Optimization" by Borwein and Lewis, "Convex Analysis and Optimization" by Bertsimas, and "Convex Analysis in General Vector Spaces" by Zalinescu. These texts offer contemporary insights and applications in convex analysis and optimization, catering to readers looking for a deeper understanding beyond classical treatments.
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I'm looking for 1-2 rigorous books on convex analysis for someone who already has some exposure to convexity, linear and nonlinear programming in an applied course.

It seems that Rockafellar (Convex Analysis) and Fenchel (Convex Cones, Sets and Functions) is the classic treatment. Is there a more modern exposition? I see a few from a quick Amazon search, but I'm not in a good position to judge:

- Borwein and Lewis, Convex Analysis and Nonlinear Optimization
- Bertsimas, Convex Analysis and Optimization
- Zalinescu, Convex Analysis in General Vector Spaces

Thanks!
 
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