Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...
Transactions of the American Mathematical Society, Vol. 327, No. 2 (Oct., 1991), pp. 795-813 (19 pages) Let Γ(X) denote the proper, lower semicontinuous, convex functions on a Banach space X, equipped ...
The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...
We study competitive economy equilibrium computation. We show that, for the first time, the equilibrium sets of the following two markets: 1. A mixed Fisher and Arrow-Debreu market with homogeneous ...