Convex Analysis and Nonlinear Optimization Theoryand Examples /

• Main Authors: Borwein, Jonathan (Author), Lewis, Adrian (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Edition: Second Edition.
• Series: CMS Books in Mathematics,
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Mathematical optimization.; Calculus of variations.; Operations research.; Management science.; Analysis.; Optimization.; Calculus of Variations and Optimal Control; Optimization.; Operations Research, Management Science.

A cornerstone of modern optimization and analysis, convexity pervades applications ranging through engineering and computation to finance. This concise introduction to convex analysis and its extensions aims at first year graduate students, and includes many guided exercises. The corrected Second Ed...

Table of Contents:

• Background
• Inequality Constraints
• Fenchel Duality
• Convex Analysis
• Special Cases
• Nonsmooth Optimization
• Karush—Kuhn—Tucker Theory
• Fixed Points
• More Nonsmooth Structure
• Postscript: Infinite Versus Finite Dimensions
• List of Results and Notation.