Conjugate Duality and Optimization
β
R. Tyrrell Rockafellar
π
Library
π
1987
π
Society for Industrial Mathematics
π
English
β 652 KB
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, app