Convex Analysis

CS 727



Conjugate convex functions and Fenchel-Rockafellar duality. Monotone operators and subdifferentials. Advanced methods for nonconvex problems, such as variational principles, generalized gradients, degree and index arguments, and multivalued ordinary differential equations. Applications to economics and operations research. (Infrequently offered.) Prereq: CS 726 or consent of instructor.

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