Class 6, C&O 367
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Convex Sets and Convex Functions
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Convex Functions on D a convex subset of Rn
- properties, characterizations, examples
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Theorem 2.3.3 and proof (convex combinations);
Theorem 2.3.4 and proof (local and global minima);
Theorem 2.3.5 and proof (tangent hyperplane characterization)
Theorem 2.3.7 and proof (psd Hessian characterization)