Affine and convex sets. Topological properties of convex sets. Theorems of Caratheodory and Radon. Separation theorems. Extreme points. Polytopes. Cones and polars. Polyhedra. The theorem of Weyl and Minkowski. Systems of linear inequations. The Farkas lemma and linear programming. Generalizations of the theorem of Helly. The metric space of convex sets. The Blaschke theorem. Metric properties of convex sets. Convex functions. Continuity, differentiability and the subgradient. Extrema.
Convexity
2018/2019
Programme:
Financial Mathematics, Second cycle
Year:
1 ali 2 year
Semester:
first or second
Kind:
optional
Group:
M3
ECTS:
6
Language:
slovenian, english
Course director:
Lecturer (contact person):
Hours per week – 1. or 2. semester:
Lectures
3
Seminar
0
Tutorial
2
Lab
0
Readings
H. G. Eggleston: Convexity, Cambridge Univ. Press, Cambridge, 1958.
A. Brøndsted: An Introduction to Convex Polytopes, Springer, New York-Berlin, 1983.
F. A. Valentine: Convex Sets, Robert E. Krieger, Huntington, 1976.
R. T. Rockafellar: Convex Analysis, Princeton Univ. Press, Princeton, 1996.
A. W. Roberts, D. E. Varberg: Convex Functions, Academic Press, New York-London, 1973.
Objectives and competences
The student learns the basic concepts of convex geometry and convex analysis. The student gets familiar with the properties of convex sets and convex functions in euclidean and normed spaces and applications of the theory in different areas of mathematics. The student combines geometric intuition with algebra, analysis and combinatorics.
Intended learning outcomes
Knowledge and understanding:
Knowledge and understanding of basic concepts of the theory of convex sets and convex functions. A synthesis of methods of linear algebra, analysis and geometry.
Application:
Solving problems in different areas of mathematics and other sciences using the theory.
Reflection:
Understanding the theory on the basis of examples and applications.
Transferable skills:
Posing of a problem, its mathematical formulation, solving and analysis. The transfer of the theory into praxis.
Learning and teaching methods
Lectures, exercises, homeworks, consultations
Assessment
2 midterm exams instead of written exam, written exam
Oral exam
grading: 5 (fail), 6-10 (pass) (according to the Statute of UL)
Lecturer's references
Franc Forstnerič:
FORSTNERIČ, Franc. Runge approximation on convex sets implies the Oka property. Annals of mathematics, ISSN 0003-486X, 2006, vol. 163, no. 2, str. 689-707. [COBISS-SI-ID 13908825]
FORSTNERIČ, Franc. Noncritical holomorphic functions on Stein manifolds. Acta mathematica, ISSN 0001-5962, 2003, vol. 191, no. 2, str. 143-189. [COBISS-SI-ID 13138009]
FORSTNERIČ, Franc. Embedding strictly pseudoconvex domains into balls. Transactions of the American Mathematical Society, ISSN 0002-9947, 1986, let. 295, št. 1, str. 347-368. [COBISS-SI-ID 8206425]
Boris Lavrič:
LAVRIČ, Boris. The isometries of certain maximum norms. Linear Algebra and its Applications, ISSN 0024-3795. [Print ed.], 2005, vol. 405, str. 249-263. [COBISS-SI-ID 13679961]
LAVRIČ, Boris. The isometries and the G-invariance of certain seminorms. Linear Algebra and its Applications, ISSN 0024-3795. [Print ed.], 2003, vol. 374, str. 31-40. [COBISS-SI-ID 12751193]
LAVRIČ, Boris. Monotonicity properties of certain classes of norms. Linear Algebra and its Applications, ISSN 0024-3795. [Print ed.], 1997, let. 259, str. 237-250. [COBISS-SI-ID 7388761]
