University of Wisconsin-Madison 3 credits COMP SCI
Convex sets in finite-dimensional spaces: relative interiors, separation, set operations. Convex functions: conjugacy, subdifferentials and directional derivations, functional operations, Fenchel-Rockafellar duality. Applications to operations research and related areas. Students taking this course are strongly encouraged to have had a course in basic analysis (e.g. MATH 521) and a course in linear algebra (e.g., MATH 340).
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