Convex Analysis : (PMS-28) /

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 differe...

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Detalles Bibliográficos
Autor principal: Rockafellar, R. Tyrrell, 1935- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. : Princeton University Press, 1997, 1970.
Colección:Book collections on Project MUSE.
Temas:
Konvexe Analysis.
Konvexe Analysis
Mathematical analysis.
Convex functions.
Convex domains.
MATHEMATICS > Optimization.
MATHEMATICS > Mathematical Analysis.
MATHEMATICS > Calculus.
Analyse mathematique.
Fonctions convexes.
Algebres convexes.
Electronic books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Title; Copright; Dedication; Preface; Contents; Introductory Remarks: a Guide for the Reader ; PART I: BASIC CONCEPTS; 1. Affine Sets; 2. Convex Sets and Cones ; 3. The Algebra of Convex Sets; 4. Convex Functions; 5. Functional Operations; PART II: TOPOLOGICAL PROPERTIES; 6. Relative Interiors of Convex Sets; 7. Closures of Convex Functions; 8. Recession Cones and Unboundedness; 9. Some Closedness Criteria; 10. Continuity of Convex Functions; PART III: DUALITY CORRESPONDENCES; 11. Separation Theorems; 12. Conjugates of Convex Functions; 13. Support Functions.
  • 14. Polars of Convex Sets15. Polars of Convex Functions; 16. DualOperations; PART IV: REPRESENTATION AND INEQUALITIES; 17. Caratheodory's Theorem; 18. Extreme Points and Faces of Convex Sets; 19. Polyhedral Convex Sets and Functions; 20. Some Applications of Polyhedral Convexity; 21. Helly's Theorem and Systems of Inequalities; 22. Linear Inequalities; PART V: DIFFERENTIAL THEORY; 23. Directional Derivatives and Subgradients ; 24. Differential Continuity and Monotonicity.; 25. Differentiability of Convex Functions; 26. The Legendre Transformation.
  • PART VI: CONSTRAINED EXTREMUM PROBLEMS27. The Minimum of a Convex Function; 28. Ordinary Convex Programs and Lagrange Multipliers; 29. Bifunctions and Generalized Convex Programs; 30. Adjoint Bifunctions and Dual Programs; 31. Fenchel's Duality Theorem; 32. The Maximum of a Convex Function ; PART VII: SADDLE-FUNCTIONS AND MINIMAX THEORY; 33. Saddle-Functions; 34. Closures and Equivalence Classes; 35. Continuity and Differentiability of Saddle-functions; 36. Minimax Problems; 37. Conjugate Saddle-functions and Minimax Theorems; PART VIII: CONVEX ALGEBRA.
  • 38. The Algebra of Bifunctions39. Convex Processes; Comments and References ; Bibliography; Index.

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