Convex functions play an important role in almost all branches of mathematics, and this book is a thorough introduction to contemporary convex function theory. It covers a large variety of subjects, from the one real variable case (with all its mathematical gems) to some of the most advanced topics such as Choquet's theory, the Prékopa-Leindler type inequalities and their ramifications, as well as the variational approach of partial differential equations and convex programming.

Thorough introduction to an important area of mathematics

Contains recent results

Includes many exercises

* Convex Functions on Intervals * Comparative Convexity on Intervals * Convex Functions on Banach Spaces * Choquet's Theory * A Background on Convex Sets * B Elementary Symmetric Functions * C The Convex Programming Problem * D The Variational Approach of PDE * E Horn's Conjecture