Convex Analysis for Optimization

A Unified Approach

AvJan Brinkhuis

Inbunden, Engelska, 2020

Del i serien Graduate Texts in Operations Research

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Beskrivning

It starts with the concept of convex sets, their primal description, constructions, topological properties and dual description, and then moves on to convex functions and the fundamental principles of convex optimization and their use in the complete analysis of convex optimization problems by means of a systematic four-step method.

Produktinformation

Utgivningsdatum:2020-05-06
Mått:155 x 235 x 22 mm
Vikt:600 g
Format:Inbunden
Språk:Engelska
Serie:Graduate Texts in Operations Research
Antal sidor:257
Upplaga:20001
Förlag:Springer Nature Switzerland AG
ISBN:9783030418038

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Mer om författaren

Jan Brinkhuis is an Associate Professor of Mathematical Methods and Techniques at the Econometric Institute of Erasmus University Rotterdam, specialized in the theory and application of optimization theory and game theory.

Recensioner i media

“The book is a valuable contribution to the topic of convex analysis. … A seasoned researcher in convex analysis and optimization will find this book more of a curiosity of possible interest. … Numerous examples and exercises are supplied at the end of each chapter. This book will provide a useful companion to other books on convex analysis and optimization when developing an introductory course in the area.” (Andrew C. Eberhard, Mathematical Reviews, August 2022)

Innehållsförteckning

Convex Sets: Basic properties.- Convex Sets: Binary Operations.- Convex Sets: Topological Properties.- Convex Sets: Dual Description.- Convex Functions: Basic Properties.- Convex Functions: Dual Description.- Convex Problems: The Main Questions.- Optimality Conditions: Reformulations.- Application to Convex Problems.