MATH 245A. Convex Analysis and Optimization I (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MATH.html#math245a
Description
Convex sets and functions, convex and affine hulls, relative interior, closure, and continuity, recession and existence of optimal solutions, saddle point and min-max theory, subgradients and subdifferentials. Recommended preparation: course work in linear algebra and real analysis. Prerequisites: graduate standing.
Prerequisite courses
MATH 245A has no prerequisite courses.
Successor courses
MATH 245A is a prerequisite of the following 1 courses: