Real Analysis, Convexity, and Optimization

Harvard Extension School

MATH E-216

Section 1

CRN 26888

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This course develops the theory of convex sets, normed infinite-dimensional vector spaces, and convex functionals and applies it as a unifying principle to a variety of optimization problems such as resource allocation, production planning, and optimal control. Topics include Hilbert space, dual spaces, the Hahn-Banach theorem, the Riesz representation theorem, calculus of variations, and Fenchel duality. Students are expected to understand and invent proofs of theorems in real and functional analysis.

Instructor Info

Paul G. Bamberg, DPhil

Senior Lecturer on Mathematics, Harvard University


Meeting Info

1/27 to 5/17

Participation Option: Online Asynchronous

In online asynchronous courses, you are not required to attend class at a particular time. Instead you can complete the course work on your own schedule each week.

Deadlines

Last day to register: January 23, 2025

Prerequisites

MATH E-21a and MATH E-21b, MATH E-23a, or the equivalent, plus at least one other more advanced course in mathematics. Students need to know linear algebra and multivariable calculus and be comfortable with proofs.

Notes

The recorded lectures are from the 2015 Faculty of Arts and Sciences course Mathematics 116.

Syllabus

All Sections of this Course

CRN Section # Participation Option(s) Instructor Section Status Meets Term Dates
26888 1 Online Asynchronous Paul Bamberg Open Jan 27 to May 17