Convex Analysis Fall 2009
M. C. Pinar
305, ext. 1514
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.
- Convex Analysis by
R.T. Rockafellar, Princeton University Press, 1970.
and L. Vandenberghe, Cambridge Univ. Press, 2004.
Analysis and Variational Problems, I.
and R. Temam, Elsevier , 1976.
of Convex Analysis, by J.B. Hirriart-Urruty
and C. Lemarechal, Springer-Verlag, 2001.
Analysis: An Introductory Text, by Jan van Tiel, John Wiley and
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
to Convex and Quasi-Convex Analysis, by J.B.G. Frenk
and G. Kassay, 2001.
- Convex sets and
functions on R
- Convex Subsets
of a Linear Space
- Convex Subsets
- Convex Functions
on a Linear Subspace
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
- Late hws will not be accepted.
- Cheating(unauthorized cooperation or lifting answers from an online or printed source without due citation) in homework and exams has serious consequences.
Therefore, all work submitted should reflect your own effort.
Final Exam: You
may download the 2007 take-home final exam for this course here.
| Midterm Test:
||30 % 2.11.2009
||40 % January 5, 2010, Tuesday, 1-5 pm, Open notes.