Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics)

Read [R. Tyrrell Rockafellar Book] Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics) Online PDF eBook or Kindle ePUB free. Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics) General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems]

Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics)

Author :
Rating : 4.44 (725 Votes)
Asin : 0898710138
Format Type : paperback
Number of Pages : 80 Pages
Publish Date : 2018-01-23
Language : English

DESCRIPTION:

About the Author fmthor_biographical_note1

fmthor_biographical_note1

Crash course in convex duality This monograph presents an excellent introduction to convex duality. If you want to understand duality via perturbations and its connection to lagrangian functions this is a great way to start. The book "Convex analysis" (by the same author) is probably more accurate and it has more material, but it was written in an ecyclopedic style, which is more useful as a reference.One of the best things of this monograph, is that duality theory is introduced with several examples and applications

General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems

OTHER BOOK COLLECTION