Dr. D.R. Michiel Renger - Course "Convex Analysis", TU Berlin, Summer Semester 2018
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Course description
Convex analysis in general Banach spaces, and in particular in connection to topology.
Material
- Juan Peypouquet - Convex Optimization in Normed Spaces: Theory, Methods and Examples (Springer 2015)
- Haïm Brezis - Analyse Fonctionelle (Dunod 2005) (In French, but an English version also exists)
- R. Tyrrell Rockafellar - Convex Analysis (Princeton 1972)
Prerequisites: basic knowledge of functional analysis (particularly Banach spaces).
Lecture Notes and Exercises
- Lecture Notes (hand-written)
- Exercises (hand-written)