The relationship of the large deviation rate, $\psi^\ast(a)$, of the mean of independent and identically distributed random variables to their cumulant generating function, $\psi(\lambda)$, is well ...

We present a random version of the Borwein-Preiss smooth variational principle, stating that under suitable conditions, the set of minimizers of a perturbed function depending on a random variable, ...

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