### Math 327/427 OPRE 427: Convexity and Optimization

**Description**

Introduction to the theory of convex sets and functions and to the extremum
problems in areas of mathematics

where convexity plays a role.

Among the topics discussed are basic properties of convex sets (extreme
points, facial structure of poytopes),

separation theorems, duality and
polars, properites of convex functions, mimima and maxima of

convex functions
over a convex set,
various optimization problems.

**Instructor ** Elisabeth Werner

** Office ** 316/325 Yost Hall

**Phone ** 368 2901

** e-mail ** elisabeth.werner@case.edu

**Home Page ** http://www.cwru.edu/artsci/math/werner/index.html

**Office hours
**

MWF 11:30-12:20 or by appointment

**Text**

R. L. Berkovitz: Convexity and Optimization in R^n

**Grading**

There will be homework problems, a midterm exam and a final exam or something equivalent.

Homework problems will be assigned weekly; selected problems will be graded.

1 midterm exam: 100 points

1 final exam: 200 points

Homework: 100 points

Your course grade will be determined primarily by the results of the homework (worth 100pts),

the midterm exam (which is worth 100pts) and the final exam worth 200pts.

There will be no make-ups for the exam. The instructor has to be notified BEFORE the exam

with a valid reason if the student cannot make it for an exam.

The dates for the midterm and the final will be announced.