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5B5720 Convexity and Optimization in Linear Spaces, 5 p

Instructor: Krister Svanberg.

This course deals with optimization theory in infinite dimensional linear spaces. Some important subject are minimum norm problems in Hilbert and Banach spaces, convex sets and separating hyperplanes, Gateaux and Frechet differentials, Fenchel duality, global theory of constrained convex optimization, Lagrange multipliers and dual problems, local theory of constrained optimization, and Kuhn-Tucker optimality conditions in Banach spaces.



Anders Forsgren 2006-07-28