Conjugate Duality and Optimization
£31.99
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: R. Tyrrell Rockafellar
- Date Published: February 1987
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
- format: Paperback
- isbn: 9780898710137
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Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on 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.
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×Product details
- Date Published: February 1987
- format: Paperback
- isbn: 9780898710137
- length: 80 pages
- dimensions: 255 x 178 x 5 mm
- weight: 0.35kg
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Table of Contents
The Role of Convexity and Duality
Examples of Convex Optimization Problems
Conjugate Convex Functions in Paired Spaces
Dual Problems and Lagrangians
Examples of Duality Schemes
Continuity and Derivatives of Convex Functions
Solutions to Optimization Problems
Calculating Conjugates and Subgradients
Integral Functionals
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