MATH 245AConvex Analysis and Optimization I
Convex sets and functions, convex and affine hulls, relative interior, closure, and continuity, recession and existence of optimal solutions, saddle point and min-max theory, subgradients and subdifferentials. Recommended preparation: course work in linear algebra and real analysis.
Prerequisites
From the catalog: “graduate standing.”
Courses that list MATH 245A as a prerequisite (1)
- MATH 245B Convex Analysis and Optimization II