Convex analysis and nonlinear optimization : theory and examples /
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| Format: | eBook |
| Language: | English |
| Published: |
New York :
Springer,
[2000]
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| Series: | CMS books in mathematics ;
3. |
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- 1. Background. 1.1. Euclidean Spaces. 1.2. Symmetric Matrices
- 2. Inequality Constraints. 2.1. Optimality Conditions. 2.2. Theorems of the Alternative. 2.3. Max-functions
- 3. Fenchel Duality. 3.1. Subgradients and Convex Functions. 3.2. The Value Function. 3.3. The Fenchel Conjugate
- 4. Convex Analysis. 4.1. Continuity of Convex Functions. 4.2. Fenchel Biconjugation. 4.3. Lagrangian Duality
- 5. Special Cases. 5.1. Polyhedral Convex Sets and Functions. 5.2. Functions of Eigenvalues. 5.3. Duality for Linear and Semidefinite Programming. 5.4. Convex Process Duality
- 6. Nonsmooth Optimization. 6.1. Generalized Derivatives. 6.2. Regularity and Strict Differentiability. 6.3. Tangent Cones.