Finite Dimensional Convexity and Optimization
β Scribed by Monique Florenzano, Cuong Le Van (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 2001
- Tongue
- English
- Leaves
- 168
- Series
- Studies in Economic Theory 13
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
The primary aim of this book is to present notions of convex analysis which constitute the basic underlying structure of argumentation in economic theory and which are common to optimization problems encountered in many applications. The intended readers are graduate students, and specialists of mathematical programming whose research fields are applied mathematics and economics. The text consists of a systematic development in eight chapters, with guided exercises containing sometimes significant and useful additional results. The book is appropriate as a class text, or for self-study.
β¦ Table of Contents
Front Matter....Pages i-xii
Convexity in β n ....Pages 1-19
Separation and Polarity....Pages 21-36
Extremal Structure of Convex Sets....Pages 37-50
Linear Programming....Pages 51-71
Convex Functions....Pages 73-86
Differential Theory of Convex Functions....Pages 87-107
Convex Optimization With Convex Constraints....Pages 109-127
Non Convex Optimization....Pages 129-139
Back Matter....Pages 141-154
β¦ Subjects
Game Theory/Mathematical Methods; Operation Research/Decision Theory; Calculus of Variations and Optimal Control; Optimization
π SIMILAR VOLUMES
Optimality Conditions in Convex Optimization explores an important and central issue in the field of convex optimization: optimality conditions. It brings together the most important and recent results in this area that have been scattered in the literatureβnotably in the area of convex analysisβess
<p>Dantzig's development of linear programming into one of the most applicable optimization techniques has spread interest in the algebra of linear inequalities, the geometry of polyhedra, the topology of convex sets, and the analysis of convex functions. It is the goal of this volume to provide a s
<div>In this volume, Ekeland and Turnbull are mainly concerned with existence theory. They seek to determine whether, when given an optimization problem consisting of minimizing a functional over some feasible set, an optimal solutionβa minimizerβmay be found.</div>