Convex Analysis - Rockafellar, R.T

Convex Analysis

R.T Rockafellar

Yayınevi: Princeton University Press

Yayın tarihi: 08/1996

ISBN: 9780691015866

İngilizce | 464 Sayfa |

Tür: Matematik-İstatistik

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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.

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