Convex Analysis and Optimization 0365-4409

Lecturer: Prof. Marc Teboulle ( teboulle@post.tau.ac.il )
Office: Schreiber Bldg. 227, Phone: 8896
School of Mathematical Sciences
Tel-Aviv University

Time and Place:

Winter Semester 2017/2018 - Monday 16-19 pm, Schreiber Bldg -- Room: 209

Intended Audience and Prerequisites

This is a graduate core course for the M.Sc. in Operations Research. Graduate Students in Mathematics, Statistics, Computer Sciences, and Engineering are strongly encouraged to register. Previous exposure to optimization courses is not necessary. The only prerequisite is a good working knowledge of Linear Algebra and Advanced Calculus. However, these elementary tools and the much advanced ones which will be covered in the course will require some mathematical maturity on the part of the student to a better appreciation of the subject. The course will provide the mathematical foundations of optimization theory which relies essentially on Convex Analysis .

Course requirements/Exams

Material and Some Useful References