Optimization problems subject to a convexity constraint on the admissible profiles arise in a variety of contexts in aerodynamics, economics, geometry, shape optimization, mass transport.... They are challenging because discretizing convex functions or shapes is in general very costly and naive algorithms maybe inconsistent. In this survey talk, after describing some applications and theoretical results I will review some tractable numerical approaches to these problems.
For the full programme of the SFB Colloquium see: http://www.discretization.de/en/events/14/