CONVEX ANALYSIS

3 credits.

Convex sets in finite-dimensional spaces: relative interiors, separation, set operations. Convex functions: conjugacy, subdifferentials and directional derivations, functional operations, Fenchel-Rockafellar duality. Applications to operations research and related areas. Students taking this course are strongly encouraged to have had a course in basic analysis (e.g. MATH 521 ) and a course in linear algebra (e.g., MATH 340 ).