Jean-Baptiste Hiriart-Urruty & Claude Lemarechal 
Convex Analysis and Minimization Algorithms II [PDF ebook] 
Advanced Theory and Bundle Methods

From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and numerical practitioners alike…they contain everything from rigorous proofs to tables of numerical calculations…. one of the strong features of these books…that they are designed not for the expert, but for those who whish to learn the subject matter starting from little or no background…there are numerous examples, and counter-examples, to back up the theory…To my knowledge, no other authors have given such a clear geometric account of convex analysis." "This innovative text is well written, copiously illustrated, and accessible to a wide audience"