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Convex Analysis and Beyond

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Release : 2022-04-24
Genre : Mathematics
Kind : eBook
Book Rating : 858/5 ( reviews)

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Book Synopsis Convex Analysis and Beyond by : Boris S. Mordukhovich

Download or read book Convex Analysis and Beyond written by Boris S. Mordukhovich. This book was released on 2022-04-24. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally convex, Banach and finite-dimensional settings. These developments and expositions are based on the powerful geometric approach of variational analysis, which resides on set extremality with its characterizations and specifications in the presence of convexity. Using this approach, the text consolidates the device of fundamental facts of generalized differential calculus to obtain novel results for convex sets, functions, and set-valued mappings in finite and infinite dimensions. It also explores topics beyond convexity using the fundamental machinery of convex analysis to develop nonconvex generalized differentiation and its applications. The text utilizes an adaptable framework designed with researchers as well as multiple levels of students in mind. It includes many exercises and figures suited to graduate classes in mathematical sciences that are also accessible to advanced students in economics, engineering, and other applications. In addition, it includes chapters on convex analysis and optimization in finite-dimensional spaces that will be useful to upper undergraduate students, whereas the work as a whole provides an ample resource to mathematicians and applied scientists, particularly experts in convex and variational analysis, optimization, and their applications.

Variational Analysis

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Release : 2009-07-17
Genre : Mathematics
Kind : eBook
Book Rating : 723/5 ( reviews)

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Book Synopsis Variational Analysis by : R. Tyrrell Rockafellar

Download or read book Variational Analysis written by R. Tyrrell Rockafellar. This book was released on 2009-07-17. Available in PDF, EPUB and Kindle. Book excerpt: From its origins in the minimization of integral functionals, the notion of variations has evolved greatly in connection with applications in optimization, equilibrium, and control. This book develops a unified framework and provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, and normal integrands.

An Easy Path to Convex Analysis and Applications

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Release : 2023-06-16
Genre : Mathematics
Kind : eBook
Book Rating : 584/5 ( reviews)

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Book Synopsis An Easy Path to Convex Analysis and Applications by : Boris Mordukhovich

Download or read book An Easy Path to Convex Analysis and Applications written by Boris Mordukhovich. This book was released on 2023-06-16. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the most fundamental parts of convex analysis and its applications to optimization and location problems. Accessible techniques of variational analysis are employed to clarify and simplify some basic proofs in convex analysis and to build a theory of generalized differentiation for convex functions and sets in finite dimensions. The book serves as a bridge for the readers who have just started using convex analysis to reach deeper topics in the field. Detailed proofs are presented for most of the results in the book and also included are many figures and exercises for better understanding the material. Applications provided include both the classical topics of convex optimization and important problems of modern convex optimization, convex geometry, and facility location.

An Easy Path to Convex Analysis and Applications

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Release : 2013-12-01
Genre : Mathematics
Kind : eBook
Book Rating : 380/5 ( reviews)

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Book Synopsis An Easy Path to Convex Analysis and Applications by : Boris S. Mordukhovich

Download or read book An Easy Path to Convex Analysis and Applications written by Boris S. Mordukhovich. This book was released on 2013-12-01. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization has an increasing impact on many areas of mathematics, applied sciences, and practical applications. It is now being taught at many universities and being used by researchers of different fields. As convex analysis is the mathematical f

Convex Analysis

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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.

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