Conjugate Duality and Optimization
✍ Scribed by R. Tyrrell Rockafellar
- Book ID
- 127405583
- Publisher
- Society for Industrial Mathematics
- Year
- 1987
- Tongue
- English
- Weight
- 652 KB
- Series
- CBMS-NSF Regional Conference Series in Applied Mathematics
- Edition
- SIAM
- Category
- Library
- ISBN
- 0898710138
No coin nor oath required. For personal study only.
✦ Synopsis
This monograph provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. Emphasizes the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.
✦ Subjects
Методы оптимизации
📜 SIMILAR VOLUMES
In this paper, conjugate duality results for convexlike set-valued vector optimization problems are presented under closedness or boundedness hypotheses. Some properties of the value mapping of a set-valued vector optimization problem are studied. A conjugate duality result is also proved for a conv