Conjugate Duality and Optimization - Brossura

Rockafellar, R. Tyrrell

Brossura

ISBN 10: 0898710138 ISBN 13: 9780898710137

Casa editrice: Society for Industrial and Applied Mathematics, 1987

Riassunto

Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.

Su questo libro

Contenuti:

The Role of Convexity and Duality; Examples of Convex Optimization Problems; Conjugate Convex Functions in Paired Spaces; Dual Problems and Lagrangians; Examples of Duality Schemes; Continuity and Derivatives of Convex Functions; Solutions to Optimization Problems; Calculating Conjugates and Subgradients; Integral Functionals

Su questa edizione

• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 1987
• ISBN 10: 0898710138
• ISBN 13: 9780898710137
• Rilegatura: Copertina flessibile
• Numero di pagine: 80