3 Monday mornings and afternoons (January 15, 22 and 29)
Location :
Lecturer :
Prof.dr.ir. E.J. Balder
Course description:
This course presents a quick introduction of convex analysis and some of its applications.
Outline: convex sets, separation theorems, convex functions, subdifferential calculus, polarity, Fenchel conjugation, generalized gradients for nonconvex but locally Lipschitz functions, generalized gadient calculus, Kuhn-Tucker type theorems, duality in optimization theory, minimax results in game theory.
Prerequisites:
Standard calculus and linear algebra.
Literature:
Lecture notes will be provided.
Examination:
Take home poblems
Address of the lecturer:
Prof. dr. ir. E.J. Balder
Mathematical Institute
University of Utrecht
P.O. Box 80.010
3508 TA Utrecht
Phone: 030-2531458
E-mail: balder@math.uu.nl