Convexity basics

[Note to future matus: do everything from perspective of duality.]

These lectures will be a little more enyclopedic and dry than the last few.

(Tons of pictures will be drawn in class, omitted in these notes.)


Borwein, Jonathan M., and Qiji J. Zhu. 2005. Techniques of Variational Analysis. 1st ed. Springer.

Borwein, Jonathan, and Adrian Lewis. 2000. Convex Analysis and Nonlinear Optimization. Springer Publishing Company, Incorporated.

Hiriart-Urruty, Jean-Baptiste, and Claude Lemaréchal. 2001. Fundamentals of Convex Analysis. Springer Publishing Company, Incorporated.

Rockafellar, R. Tyrrell. 1970. Convex Analysis. Princeton University Press.

———. 1974. Conjugate Duality and Optimization. SIAM Publications.

Zălinescu, Constantin. 2002. Convex Analysis in General Vector Spaces. World scientific.