ISyE 727: Convex Analysis

Catalog Description:
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.
Credits: 3
Prerequisites or Corequisites: Math 521 and Math 340 or cons inst
Official Course Description (pdf)

Engineering Moodle Courses on the Web (formerly eCOW)