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, approxim
Conjugate Duality and Optimization
β Scribed by R. Tyrrell Rockafellar
- Publisher
- Society for Industrial Mathematics
- Year
- 1987
- Tongue
- English
- Leaves
- 85
- Series
- CBMS-NSF Regional Conference Series in Applied Mathematics
- Edition
- SIAM
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Subjects
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π SIMILAR VOLUMES
<P>This book presents new achievements and results in the theory of conjugate duality for convex optimization problems. The perturbation approach for attaching a dual problem to a primal one makes the object of a preliminary chapter, where also an overview of the classical generalized interior point
<P>This book presents new achievements and results in the theory of conjugate duality for convex optimization problems. The perturbation approach for attaching a dual problem to a primal one makes the object of a preliminary chapter, where also an overview of the classical generalized interior point
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
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
<p>Shortly after the end of World War II high-speed digital computing machines were being developed. It was clear that the mathematical aspects of comΒ putation needed to be reexamined in order to make efficient use of high-speed digital computers for mathematical computations. Accordingly, under th