Walid Krichene

Reading Groups

Convex Analysis (2015)

Welcome to the Convex Analysis group!
If you would like to join the group, send me an email.
We have been maintaining a set of brief notes for quick reference.


Convex Analysis, Rockafellar.


  • September 8: Affine Sets, Convex sets, the algebra of convex sets (Walid).
    Chapters 1, 2, 3.

  • September 15: Convex functions, functional operations (Walid).
    Chapters 4, 5.

  • September 22: Relative interior of convex sets, closures of convex functions (Max).
    Chapters 6, 7.

  • October 13: Separation Theorems, Conjugates of convex functions (Roy).
    Chapters 11, 12.

  • October 20: Support functions (Walid).
    Chapter 13.

  • October 27: Polars of convex sets (Walid).
    Chapter 14.

Learning and Games (2013)

In this reading group, we dicussed topics that are at the interface of online learning and game theory.


Prediction, Learning and Games. Nicolo Cesa-Bianchi and Gabor Lugosi