The analysis and optimization of convex functions have re ceived a great deal of attention during the last two decades. If we had to choose two key-words from t

This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems

An insightful, concise, and rigorous treatment of the basic theory of convex sets and functions in finite dimensions, and the analytical/geometrical foundations

A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. The book provides a comprehensive developm

This book provides a comprehensive and accessible presentation of algorithms for solving convex optimization problems. It relies on rigorous mathematical analys