Convex Analysis for Optimization

Jan Brinkhuis is an Associate Professor of Mathematical Methods and Techniques at the Econometric  Institute of Erasmus University Rotterdam, specialized in the theory and application of optimization theory and game theory.

• Convex Sets: Basic properties.- Convex Sets: Binary Operations.- Convex Sets: Topological Properties.- Convex Sets: Dual Description.- Convex Functions: Basic Properties.- Convex Functions: Dual Description.- Convex Problems: The Main Questions.- Optimality Conditions: Reformulations.- Application to Convex Problems.

“The book is a valuable contribution to the topic of convex analysis. … A seasoned researcher in convex analysis and optimization will find this book more of a curiosity of possible interest. … Numerous examples and exercises are supplied at the end of each chapter. This book will provide a useful companion to other books on convex analysis and optimization when developing an introductory course in the area.” (Andrew C. Eberhard, Mathematical Reviews, August 2022)