ENGLISH

Conjugate duality and optimization

By R Tyrrell Rockafellar

Book information

Publisher
Society for Industrial and Applied Mathematics
Year
1987
ISBN
0-89871-013-8, 9780898710137
Language
english
Format
DJVU
Filesize
1 MB (1064973 bytes)
Series
Regional conference series in applied mathematics, 16
Pages
vi, 74 pages ; 26 cm\85
Library
kolxo3
DPI
300
Time added
2014-11-04 21:00:00

Description

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

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