IE 515 Convex
Analysis Spring 2003
Instructor:
M. C. Pinar
Room:
305
Office Hours:
Tuesdays 25pm.
Reference Material,
Textbooks and Online Resources:
 Convex Analysis by
R.T. Rockafellar, Princeton University Press, 1970.
 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.
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 