Convex Analysis

Course content

Systematic extension of the basic knowledge acquired in the bachelor's degree programme in mathematics and expansion of knowledge and expertise in additional areas of mathematics, gain an understanding of the complex links between the different areas of applied and pure mathematics, studying theories and mastering their complex methods and studying in-depth mathematical applications also through project-type examples, notions of convex analysis and their role in applications. The students know the notions of convex analysis and their role in applications. They are able to use the notions and can solve mathematical and applied problems with the help of convex analysis.

Contents:

  • Convex sets and functions
  • Subdifferentials and monotone operators
  • Conjugation and duality

Course information

Code 1294053 + 1294054
Degree programme(s) Mathematics in Finance and Industry, Mathematics
Lecturer(s) and contact person Prof. Dr. Volker Bach, Prof. Dr. Dirk Lorenz, Prof. Dr. Bettina Eick, Prof. Dr. Timo de Wolff
Type of course Lecture and exercise course
Semester Winter semester
Language of instruction English
Level of study Master
ECTS credits 10
Contact person mathe-studium@tu-braunschweig.de