Optimization
Optimization – 60620
Convex sets. Caratheodory and Radon's theorems. Helly's Theorem. Facial stricture of convex sets. Extreme points. Krein-Milman Theorem. Separation Theorem. Optimality conditions for convex programming problems. Introduction to subdifferential calculus. Chebyshev approximations.
References
- Barvinok, A Course in Convexity.
- R. Webster, Convexity.