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Convex analysis

Available for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differ...

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Detalles Bibliográficos
Autor principal: Rockafellar, Ralph Tyrell
Lenguaje:eng
Publicado: Princeton University Press 2015
Materias:
Acceso en línea:http://cds.cern.ch/record/2020224
Descripción
Sumario:Available for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differentiability assumptions are replaced by convexity assumptions. The topics treated in this volume include: systems of inequalities, the minimum or maximum of a convex function over a convex set, Lagrange multipliers, minimax theorems and duality, as well as basic results about the structure of convex sets and