Loading... Please wait...

Conjugate Duality and Optimization

Hover over image to zoom

$40.50
Order Code:
CB16

 Product Description

by R. Tyrrell Rockafellar

-

1974 / vi + 74 pages / Softcover / ISBN: 978-0-898710-13-7 / List Price $40.50 / SIAM-CBMS Member Price $28.35 / Order Code CB16


Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. 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

 Find Similar Products by Category

 Product Reviews

This product hasn't received any reviews yet. Be the first to review this product!

 

newsletter

Follow us on

Copyright 2014 SIAM Bookstore. All Rights Reserved.
Sitemap | BigCommerce Premium Themes by PSDCenter

Society for Industrial and Applied Mathematics 3600 Market St., 6th Fl. Philadelphia, PA 19104-2688 USA +1-215-382-9800 FAX: +1-215-386-7999 www.siam.org email: siambooks@siam.org

Click the button below to add the Conjugate Duality and Optimization to your wish list.