Math 327/427 OPRE 427: Convexity and Optimization

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
Home Page

Office hours
MWF 11:30-12:20 or by appointment

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

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.