Elementary Convexity with Optimization

Continuity and existence of optima.- Differentiability and local optimality.- Convex sets.- Convex functions.- Convex optimization.- Optimization algorithms: an overview.- Epilogue.

Vivek S. Borkar is former Institute Chair Professor with the Department of Electrical Engineering, Indian Institute of Technology Bombay, where he now continues as Emeritus Fellow. He obtained his B.Tech. from IIT Bombay, M.S. from Case Western Reserve University, and Ph.D. from the University of California, Berkeley. Earlier, he has held positions at TIFR-CAM and the Indian Institute of Science in Bengaluru and Tata Institute of Fundamental Research (TIFR), Mumbai, and visiting positions at the University of Twente, Massachusetts Institute of Technology, University of California at Berkeley, the University of Maryland at College Park, and the University of Illinois at Urbana-Champaign.  His research interests include stochastic control and optimization, inclusive of theory, algorithms, and applications.

     K. S. Mallikarjuna Rao is Professor with the Interdisciplinary Program in Industrial Engineering and Operations Research, Indian Institute of Technology Bombay, India. He completed his Ph.D. in Mathematics from the Indian Institute of Science, Bengaluru, India, in 2002 and M.Sc. in Mathematics form Andhra University, Visakhapattanam, India. Earlier, he held postdoctoral positions at the Universite de Provence, Marseille, France; the Indian Statistical Institute, Delhi, India; the University of Texas at Dallas, USA; and the TIFR-CAM, Bengaluru, India. His research interests are control theory, game theory, networks, probability, optimization, and mathematical finance.