I'd be interested in knowing if anybody has suggestions on an advanced but still self-contained reference on optimization theory, centered around linear and convex problems. The key feature of my ideal book would be one that proves as many of the standard results as possible in very great generality, especially the infinite-dimensional topological vector space setting, and remarks on which useful results only hold on finite-dimensional vector spaces.
Any suggestions, as well as comments on standout features of those suggested texts, would be greatly appreciated.