R. T. Rockafellar. 1970. Convex Analysis. Princeton University Press.

Varitional Analysis完整版 作者Rockafellar and Wets 1998年

最近在读大神Rockafellar的小册子“Conjugate Duality and Optimization”. 本来是想读“Convex Analysis”，可是实在是太长了，只能望而却步。所以决定找个薄的来读读，Conjugate Duality and Optimization这个册子其实算是Convex Analysis的补充材料，由于没有事先读过Convex Analysis，导致读起来特别累，虽然只有70来页

Rockafellar, R. , & Uryasev, S. (20 0 0). Optimization of conditional value-at-risk. Jour- nal of Risk, 2 , 21–41 .