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Convex Analysis

2015-04-29 Mathematics
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Release : 2015-04-29
Genre : Mathematics
Kind : eBook
Book Rating : 177/5 ( reviews)

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Book Synopsis Convex Analysis by : Ralph Tyrell Rockafellar

Download or read book Convex Analysis written by Ralph Tyrell Rockafellar. This book was released on 2015-04-29. Available in PDF, EPUB and Kindle. Book excerpt: 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 the continuity and differentiability of convex functions and saddle- functions. This book has firmly established a new and vital area not only for pure mathematics but also for applications to economics and engineering. A sound knowledge of linear algebra and introductory real analysis should provide readers with sufficient background for this book. There is also a guide for the reader who may be using the book as an introduction, indicating which parts are essential and which may be skipped on a first reading.

Convex Optimization

2004-03-08 Business & Economics
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Release : 2004-03-08
Genre : Business & Economics
Kind : eBook
Book Rating : 783/5 ( reviews)

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Book Synopsis Convex Optimization by : Stephen P. Boyd

Download or read book Convex Optimization written by Stephen P. Boyd. This book was released on 2004-03-08. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Convex Analysis and Nonlinear Optimization

2010-05-05 Mathematics
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Release : 2010-05-05
Genre : Mathematics
Kind : eBook
Book Rating : 560/5 ( reviews)

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Book Synopsis Convex Analysis and Nonlinear Optimization by : Jonathan Borwein

Download or read book Convex Analysis and Nonlinear Optimization written by Jonathan Borwein. This book was released on 2010-05-05. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is a rich and thriving mathematical discipline, and the underlying theory of current computational optimization techniques grows ever more sophisticated. This book aims to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. Each section concludes with an often extensive set of optional exercises. This new edition adds material on semismooth optimization, as well as several new proofs.

Convex Analysis

2014-10-20 Mathematics
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Release : 2014-10-20
Genre : Mathematics
Kind : eBook
Book Rating : 38X/5 ( reviews)

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Book Synopsis Convex Analysis by : Steven G. Krantz

Download or read book Convex Analysis written by Steven G. Krantz. This book was released on 2014-10-20. Available in PDF, EPUB and Kindle. Book excerpt: Convexity is an ancient idea going back to Archimedes. Used sporadically in the mathematical literature over the centuries, today it is a flourishing area of research and a mathematical subject in its own right. Convexity is used in optimization theory, functional analysis, complex analysis, and other parts of mathematics.Convex Analysis introduces

Fundamentals of Convex Analysis

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 682/5 ( reviews)

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Book Synopsis Fundamentals of Convex Analysis by : Jean-Baptiste Hiriart-Urruty

Download or read book Fundamentals of Convex Analysis written by Jean-Baptiste Hiriart-Urruty. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: This book is an abridged version of the two volumes "Convex Analysis and Minimization Algorithms I and II" (Grundlehren der mathematischen Wissenschaften Vol. 305 and 306). It presents an introduction to the basic concepts in convex analysis and a study of convex minimization problems (with an emphasis on numerical algorithms). The "backbone" of bot volumes was extracted, some material deleted which was deemed too advanced for an introduction, or too closely attached to numerical algorithms. Some exercises were included and finally the index has been considerably enriched, making it an excellent choice for the purpose of learning and teaching.

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