
1974 / vi + 74 pages / Softcover / ISBN: 9780898710137 / List Price $42.50 / SIAMCBMS Member Price $29.75 / Order Code CB16
Provides a relatively brief introduction to conjugate duality in both finite and infinitedimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddlepoint, and saddlevalue. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.
Contents
The Role of Convexity and Duality; Examples of Convex Optimization Problems; Conjugate Convex Functions in Paired Spaces; Dual Problems and Lagrangians; Examples of Duality Schemes; Continuity and Derivatives of Convex Functions; Solutions to Optimization Problems; Calculating Conjugates and Subgradients; Integral Functionals.
ISBN: 9780898710137