Matrix inequalities and convex functions constitute a central theme in modern mathematical analysis, with far‐reaching implications across numerical analysis, optimisation, quantum information ...

Gerald Beer, Conjugate Convex Functions and the Epi-Distance Topology, Proceedings of the American Mathematical Society, Vol. 108, No. 1 (Jan., 1990), pp. 117-126 ...

On Approximately Convex Functions, Proceedings of the American Mathematical Society, Vol. 131, No. 1 (Jan., 2003), pp. 243-252 ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

Georgios Skoufis derives a model-independent convexity adjustment formula for the valuation of a discrete arithmetic average risk-free interest rate swap. The convexity adjustment is expressed as a ...