Convex analysis by Rockafellar is pretty hard for a beginner. It's a research monograph. I would recommend "Fundamentals of convex analysis" by Hiriart-Urruty &

Convex analysis by Rockafellar is pretty hard for a beginner. It's a research monograph. I would recommend "Fundamentals of convex analysis" by Hiriart-Urruty & Lemaréchal