3 Monday mornings and afternoons (January 15, 22 and 29)
Prof.dr.ir. E.J. Balder
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.
Standard calculus and linear algebra.
Lecture notes will be provided.
Take home poblems
Address of the lecturer:
Prof. dr. ir. E.J. Balder
University of Utrecht
P.O. Box 80.010
3508 TA Utrecht