IE 515
Convex Analysis Spring 2007
Instructor:
M. C. Pinar
Room:
305
Office Hours:
Mondays 25pm.
Reference
Material, Textbooks and Online Resources:
 Convex Analysis by
R.T. Rockafellar, Princeton University Press, 1970.
 Convex
Optimization, S.
Boyd
and L. Vandenberghe, Cambridge Univ. Press, 2004.
 Fundamentals
of Convex Analysis, by J.B. HirriartUrruty
and C. Lemarechal, SpringerVerlag, 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 BrunnMinkowski Theory, by R. Schneider, Cambridge
Univ. Press, 1993
 Introduction
to Convex and QuasiConvex 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. The course will make a selfcontained introduction
to convex analysis. The homework questions will be selected from
applications in economics, finance, electrical engineering and the like.
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
Wednesdays.
 Late hws will not be accepted.
 Cheating in homework and exams has serious consequences.
Therefore, all work submitted should reflect your own effort.
Final Exam: You
may download the exam here.
Grading
Homeworks: 
40 %

Midterm Test: 
30 % 23.3.2007

Final: 
30 % 18.5.2007 Takehome
