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.