IE 515 Convex Analysis Fall 2009

Instructor: M. C. Pinar
Room: 305, ext. 1514
Office Hours: Tuesdays 2-5pm.

Reference Material, Textbooks and Online Resources:

   The material listed above is for students' reference. The course will be based on the instructor's notes. The course will make a self-contained introduction to convex analysis. The homework questions will be selected from applications in economics, finance, electrical engineering and the like.

  Course Contents:
  1.    Convex sets and functions on R
  2.    Convex Subsets of a Linear Space
  3.    Separation Theorems
  4.    Convex Subsets of R^n
  5.    Convex Functions on a Linear Subspace
  6.     Duality
  7.     Optimization

Policy on Homework and Exams

Final Exam: You may download the 2007 take-home final exam for this course here.



Homeworks: 30 %

Midterm Test: 30 % 2.11.2009
Final: 40 % January 5, 2010, Tuesday, 1-5 pm, Open notes.