I would like to do some reading about a technique called sequential convex programming. There is a lot of material about sequential quadratic programming out there, including books (Nocedal & Wright), papers and surveys but I couldn't find good resources about sequential convex programming/optimization. A textbook would be best. Otherwise a reference to a scientific paper could work out. Stephen Boyd has video lectures and useful slides on his website:
http://web.stanford.edu/class/ee364b/lectures.html
I am interested in particular in the special case where the subproblems (those you solve at each iteration) are second order cone programs. But a more general reference should be good enough.