Convex Analysis and Nonlinear Optimization
Theory and Examples
Seiten
2005
|
2nd ed. 2006
Springer-Verlag New York Inc.
978-0-387-29570-1 (ISBN)
Springer-Verlag New York Inc.
978-0-387-29570-1 (ISBN)
The aim of this book is to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. The new edition adds material on semismooth optimization, as well as several new proofs that will make this book even more self-contained.
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.
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.
Background.- Inequality Constraints.- Fenchel Duality.- Convex Analysis.- Special Cases.- Nonsmooth Optimization.- Karush—Kuhn—Tucker Theory.- Fixed Points.- More Nonsmooth Structure.- Postscript: Infinite Versus Finite Dimensions.- List of Results and Notation.
Reihe/Serie | CMS Books in Mathematics |
---|---|
Zusatzinfo | XII, 310 p. |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
Mathematik / Informatik ► Mathematik ► Angewandte Mathematik | |
Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik | |
Wirtschaft ► Betriebswirtschaft / Management | |
ISBN-10 | 0-387-29570-4 / 0387295704 |
ISBN-13 | 978-0-387-29570-1 / 9780387295701 |
Zustand | Neuware |
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