ENGLISH

Convex Analysis and Minimization Algorithms I: Fundamentals

By Jean-Baptiste Hiriart-Urruty , Claude Lemaréchal (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
1993
ISBN
9783642081613, 9783662027967
DOI
10.1007/978-3-662-02796-7
Language
english
Format
PDF
Filesize
20 MB (20649460 bytes)
Series
Grundlehren der mathematischen Wissenschaften 305
Edition
1
Pages
418\431
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Calculus of Variations and Optimal Control; OptimiControlManagement Science; Systems Theory

Description

Convex Analysis may be considered as a refinement of standard calculus, with equalities and approximations replaced by inequalities. As such, it can easily be integrated into a graduate study curriculum. Minimization algorithms, more specifically those adapted to non-differentiable functions, provide an immediate application of convex analysis to various fields related to optimization and operations research. These two topics making up the title of the book, reflect the two origins of the authors, who belong respectively to the academic world and to that of applications. Part I can be used as an introductory textbook (as a basis for courses, or for self-study); Part II continues this at a higher technical level and is addressed more to specialists, collecting results that so far have not appeared in books.

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