Table of Contents:
  • 1. Background. 1.1. Euclidean Spaces. 1.2. Symmetric Matrices
  • 2. Inequality Constraints. 2.1. Optimality Conditions. 2.2. Theorems of the Alternative. 2.3. Max-functions
  • 3. Fenchel Duality. 3.1. Subgradients and Convex Functions. 3.2. The Value Function. 3.3. The Fenchel Conjugate
  • 4. Convex Analysis. 4.1. Continuity of Convex Functions. 4.2. Fenchel Biconjugation. 4.3. Lagrangian Duality
  • 5. Special Cases. 5.1. Polyhedral Convex Sets and Functions. 5.2. Functions of Eigenvalues. 5.3. Duality for Linear and Semidefinite Programming. 5.4. Convex Process Duality
  • 6. Nonsmooth Optimization. 6.1. Generalized Derivatives. 6.2. Regularity and Strict Differentiability. 6.3. Tangent Cones.