Conjugate Duality and Optimization

Häftad, Engelska, 1987

Del i serien CBMS-NSF Regional Conference Series in Applied Mathematics

622 kr

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Beskrivning

This monograph provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. Emphasizes 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.

Produktinformation

Utgivningsdatum:1987-02-28
Mått:151 x 228 x 5 mm
Vikt:170 g
Format:Häftad
Språk:Engelska
Serie:CBMS-NSF Regional Conference Series in Applied Mathematics
Antal sidor:80
Förlag:Society for Industrial & Applied Mathematics,U.S.
ISBN:9780898710137

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Mer om författaren

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Innehållsförteckning

The Role of Convexity and DualityExamples of Convex Optimization ProblemsConjugate Convex Functions in Paired SpacesDual Problems and LagrangiansExamples of Duality SchemesContinuity and Derivatives of Convex FunctionsSolutions to Optimization ProblemsCalculating Conjugates and SubgradientsIntegral Functionals.