Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...

Given a separated dual system (E, E'), the Fenchel transform determines a pairing of the convex functions on E with the convex functions on E'. This operation is shown to have a continuity property.

The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...