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The Resource Convex analysis and optimization, Dimitri P. Bertsekas with Angelia Nedić and Asuman E. Ozdaglar

Convex analysis and optimization, Dimitri P. Bertsekas with Angelia Nedić and Asuman E. Ozdaglar

Label
Convex analysis and optimization
Title
Convex analysis and optimization
Statement of responsibility
Dimitri P. Bertsekas with Angelia Nedić and Asuman E. Ozdaglar
Creator
Contributor
Author
Subject
Language
eng
Summary
This book focuses on the theory of convex sets and functions, and its connections with a number of topics that span a broad range from continuous to discrete optimization. These topics include Lagrange multiplier theory, Lagrangian and conjugate/Fenchel duality, minimax theory, and nondifferentiable optimization. The book evolved from a set of lecture notes for a graduate course at M.I.T. It is widely recognized that, aside from being an eminently useful subject in engineering, operations research, and economics, convexity is an excellent vehicle for assimilating some of the basic concepts of real analysis within an intuitive geometrical setting. Unfortunately, the subject's coverage in academic curricula is scant and incidental. We believe that at least part of the reason is the shortage of textbooks that are suitable for classroom instruction, particularly for nonmathematics majors. We have therefore tried to make convex analysis accessible to a broader audience by emphasizing its geometrical character, while maintaining mathematical rigor. We have included as many insightful illustrations as possible, and we have used geometric visualization as a principal tool for maintaining the students' interest in mathematical proofs. Our treatment of convexity theory is quite comprehensive, with all major aspects of the subject receiving substantial treatment. The mathematical prerequisites are a course in linear algebra and a course in real analysis in finite dimensional spaces (which is the exclusive setting of the book). A summary of this material, without proofs, is provided in Section 1.1. The coverage of the theory has been significantly extended in the exercises, which represent a major component of the book. Detailed solutions of all the exercises (nearly 200 pages) are internet-posted in the book's www page. --
Member of
Assigning source
Provided by publisher
Cataloging source
GZM
http://library.link/vocab/creatorName
Bertsekas, Dimitri P
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Nedić, Angelia
  • Ozdaglar, Asuman E.
Series statement
Athena Scientific optimization and computation series
http://library.link/vocab/subjectName
  • Nonlinear programming
  • Convex functions
  • Mathematical optimization
Label
Convex analysis and optimization, Dimitri P. Bertsekas with Angelia Nedić and Asuman E. Ozdaglar
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 517-527) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Basic convexity concepts -- 2. Convexity and optimization -- 3. Polyhedral convexity -- 4. Subgradients and constrained optimization -- 5. Lagrange multipliers -- 6. Lagrangian duality -- 7. Conjugate duality -- 8. Dual computational methods
Control code
ocm52164213
Dimensions
24 cm.
Extent
xv, 534 pages
Isbn
9781886529458
Lccn
2002092168
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)52164213
Label
Convex analysis and optimization, Dimitri P. Bertsekas with Angelia Nedić and Asuman E. Ozdaglar
Publication
Bibliography note
Includes bibliographical references (pages 517-527) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Basic convexity concepts -- 2. Convexity and optimization -- 3. Polyhedral convexity -- 4. Subgradients and constrained optimization -- 5. Lagrange multipliers -- 6. Lagrangian duality -- 7. Conjugate duality -- 8. Dual computational methods
Control code
ocm52164213
Dimensions
24 cm.
Extent
xv, 534 pages
Isbn
9781886529458
Lccn
2002092168
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)52164213

Library Locations

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