Home Work
| Instructor: | Professor James Burke | E-Mail: | burke(at)math(dot)washington(dot)edu |
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The first problems set is now ready.
The study of convex optimization and convex analysis in general dates back to antiquity. However, a systematic study began at the beginning of the 20th century. The development of the subject accelerated significantly in the last half century, and there has been an explosion of new develpments and applications within the last 20 years. This rapid growth continues today with no end in sight. Just within the past 10 years at least 20 news texts have been written on the topic, all making different contributions and providing different perspectives on the topic.
Many factors have contributed the enormous growth of this topic. The most important of these are (1) the mathmatical foundations of the subject are now well developed, (2) new numerical methods exist for the accurate and rapid solution of a wide range of convex optimization problems, and (3) new modeling paradigms have been developed permitting the modeling or approximation of an enourmous range of applied problems in engineering, finance, computational geometry, and management science.
| Mathematics Department |
| University of Washington |