There are few options:

1. Stephen Boyd, Lieven Vandenberghe - Convex Optimization.
   This is the classic in this field. Very well written book.
   Also have a look on other papers of Boyd on similar subjects such as the The Alternating Direction Method of Multipliers (ADMM).
2. Amir Beck - Introduction to Nonlinear Optimization - Theory, Algorithms and Applications & Amir Beck - First-Order Methods in Optimization.
   Amir is a great teacher and his book are both deep, practical and easy to read.

I think once you skim through those you'll be able to handle most of the cases in Convex Optimization.

There are few options:

1. Stephen Boyd, Lieven Vandenberghe - Convex Optimization.
   This is the classic in this field. Very well written book.
   Also have a look on other papers of Boyd on similar subjects such as the The Alternating Direction Method of Multipliers (ADMM).
   They also have a great MOOC Course Stanford Online CVX 101 - Convex Optimization.

2. Amir Beck - Introduction to Nonlinear Optimization - Theory, Algorithms and Applications & Amir Beck - First-Order Methods in Optimization.
   Amir is a great teacher and his book are both deep, practical and easy to read.

3. CMU Statistics 36-725 - Convex Optimization: Fall 2016 by Ryan Tibshirani.
   Videos are available on YouTube.

I think once you skim through those you'll be able to handle most of the cases in Convex Optimization.