IE 515 Convex
Analysis Spring 2003
Instructor:
M. C. Pinar
Room:
305
Office Hours:
Tuesdays 2-5pm.
Reference Material,
Textbooks and Online Resources:
- Convex Analysis by
R.T. Rockafellar, Princeton University Press, 1970.
- Fundamentals of Convex Analysis, by J.B. Hirriart-Urruty
and C. Lemarechal, Springer-Verlag, 2001.
- Convex Analysis: An Introductory Text, by Jan van Tiel, John
Wiley and Sons, 1984.
- Convex
Analysis and Optimization: Lecture Notes by A. Nemirovski, Technion.
- Chapter 1 of Convex Bodies:
The Brunn-Minkowski Theory, by R. Schneider, Cambridge Univ. Press,
1993
-
Introduction to Convex and Quasi-Convex Analysis, by J.B.G. Frenk and
G. Kassay, 2001.
The material listed above
is for students' reference. The course will be based on the instructor's
notes.
Course Contents:
- Convex sets and
functions on R
- Convex Subsets
of a Linear Space
- Separation Theorems
- Convex Subsets
of R^n
- Convex Functions
on a Linear Subspace
- Duality
- Optimization
Policy on Homework and Exams
- Your success in the course depends greatly on doing the homework
exercises on your own.
- I will distribute the hw questions in class, usually on Thursdays.
- Late hws will not be accepted.
- Cheating in homework and exams has serious consequences. Therefore,
all work submitted should reflect your own effort.
Grading
Homeworks: |
40 %
|
Midterm Test: |
30 % Date: to be announced |
Final: |
30 % Date: to be announced |