MATH 116 - Convexity and Optimization with Applications

Institution:

Harvard University

Subject:

Description:

Develops the theory of convex sets, normed infinite-dimensional vector spaces, and convex functionals and applies it as a unifying principle to a variety of optimization problems such as resource allocation, production planning, and optimal control. Topics include Hilbert space, dual spaces, the Hahn-Banach theorem, the Riesz representation theorem, calculus of variations, and Fenchel duality. Students will be expected to understand and invent proofs of theorems in real and functional analysis.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.harvard.edu

Phone Number:

(617) 495-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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