Convex Analysis and Nonlinear Optimization (eBook)

Theory and Examples

Jonathan Borwein, Adrian S. Lewis (Autoren)

eBook Download: PDF

2010 | 2nd ed. 2006
XII, 310 Seiten
Springer New York (Verlag)
978-0-387-31256-9 (ISBN)

Infos

Optimization is a rich and thriving mathematical discipline. The theory underlying current computational optimization techniques grows ever more sophisticated. The powerful and elegant language of convex analysis unifies much of this theory. The aim of this book is to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. It can serve as a teaching text, at roughly the level of first year graduate students. While the main body of the text is self-contained, each section concludes with an often extensive set of optional exercises. The new edition adds material on semismooth optimization, as well as several new proofs that will make this book even more self-contained.

Inhalt

Background.- Inequality constraints.- Fenchel duality.- Convex analysis.- Special cases.- Nonsmooth optimization.- The Karush-Kuhn-Tucker Theorem.- Fixed points.- Postscript: infinite versus finite dimensions.- List of results and notation.

Produkt-Details

• Erscheint lt. Verlag: 5.5.2010
• Reihe/Serie: CMS Books in Mathematics
• Verlagsort: New York
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Analysis
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
• Themenwelt: Technik
• Schlagworte: Calculus • Convex Analysis • linear optimization • Mathematica • Nonlinear Optimization • Optimization
• ISBN-10: 0-387-31256-0 / 0387312560
• ISBN-13: 978-0-387-31256-9 / 9780387312569