English

Vid tillräcklig efterfrågan

The goal of the course is to give the students a deep and thorough understanding of convex analysis based on Fenchel duality.

Duality correspondences via conjugate functions
Differential theory involving subgradients
Constrained extremum problems, bifunctions, and Fenchel duality
Saddle-functions and minimax theory
Convex algebra

Demonstrate deep understanding of convex analysis, in particular: of subgradients and their relation to conjugate functions, the role of conjugate functions in duality, the role of bifunctions for strong duality results, and the connection to minimax optimization of saddle-point functions.

Demonstrate the ability to succinctly summarize the main points of the covered topics as well as to reconstruct the main proofs.

Litteraturkurs som självstudier

Course is based on Convex Analysis from 1970 by R. T. Rockafellar.

Skriftlig rapport

The examination is a written report that summarizes all chapters in the book and will demonstrate understanding for how the different results are proven.

Underkänd, godkänd

Rockafellar, R. T.: Konvex analys. Princeton university press, 1970.

FRT285F

2022-10-28

Maria Sandsten