Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex optimization, a subdomain of optimization theory.
See also
References
- J.-B. Hiriart-Urruty, C. Lemaréchal, Fundamentals of convex analysis, Springer-Verlag, Berlin, 2001.
- R. T. Rockafellar, Convex analysis, Princeton University Press, Princeton, NJ, 1970. Reprint: 1997.
- J. Stoer, C. Witzgall, Convexity and optimization in finite dimensions. I, Springer, Berlin, 1970.
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