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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: Math 521 and Math 340 or cons inst
  • Official Course Description (pdf)