ENGLISH

Conjugate Duality and Optimization

By R. Tyrrell Rockafellar

Book information

Publisher
Society for Industrial Mathematics
Year
1987
ISBN
9780898710137, 0898710138
Open Library ID
OL8271683M
Language
english
Format
DJVU
Filesize
652 kB (667299 bytes)
Series
CBMS-NSF Regional Conference Series in Applied Mathematics
Edition
SIAM
Pages
85\85
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2009-07-20 03:45:11
Математика;Методы оптимизации

Description

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, approximation, stochastic programming, the calculus of variations, and optimal control.

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