Convex Analysis
DOWNLOAD
Download Convex Analysis PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Convex Analysis book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Convex Optimization
DOWNLOAD
Author : Stephen P. Boyd
language : en
Publisher: Cambridge University Press
Release Date : 2004-03-08
Convex Optimization written by Stephen P. Boyd and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-08 with Business & Economics categories.
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Fundamentals Of Convex Analysis
DOWNLOAD
Author : Jean-Baptiste Hiriart-Urruty
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Fundamentals Of Convex Analysis written by Jean-Baptiste Hiriart-Urruty and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book is an abridged version of the two volumes "Convex Analysis and Minimization Algorithms I and II" (Grundlehren der mathematischen Wissenschaften Vol. 305 and 306). It presents an introduction to the basic concepts in convex analysis and a study of convex minimization problems (with an emphasis on numerical algorithms). The "backbone" of bot volumes was extracted, some material deleted which was deemed too advanced for an introduction, or too closely attached to numerical algorithms. Some exercises were included and finally the index has been considerably enriched, making it an excellent choice for the purpose of learning and teaching.
Convex Analysis
DOWNLOAD
Author : Ralph Tyrell Rockafellar
language : en
Publisher: Princeton University Press
Release Date : 2015-04-29
Convex Analysis written by Ralph Tyrell Rockafellar and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-29 with Mathematics categories.
Available for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differentiability assumptions are replaced by convexity assumptions. The topics treated in this volume include: systems of inequalities, the minimum or maximum of a convex function over a convex set, Lagrange multipliers, minimax theorems and duality, as well as basic results about the structure of convex sets and the continuity and differentiability of convex functions and saddle- functions. This book has firmly established a new and vital area not only for pure mathematics but also for applications to economics and engineering. A sound knowledge of linear algebra and introductory real analysis should provide readers with sufficient background for this book. There is also a guide for the reader who may be using the book as an introduction, indicating which parts are essential and which may be skipped on a first reading.
Convex Analysis And Nonlinear Optimization
DOWNLOAD
Author : Jonathan M. Borwein
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Convex Analysis And Nonlinear Optimization written by Jonathan M. Borwein and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
Optimization is a rich and thriving mathematical discipline. The theory underlying current computational optimization techniques grows ever more sophisticated. The powerful and elegant language of convex analysis unifies much of this theory. The aim of this book is to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. It can serve as a teaching text, at roughly the level of first year graduate students. While the main body of the text is self-contained, each section concludes with an often extensive set of optional exercises. The new edition adds material on semismooth optimization, as well as several new proofs that will make this book even more self-contained.
Convex Analysis And Global Optimization
DOWNLOAD
Author : Hoang Tuy
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Convex Analysis And Global Optimization written by Hoang Tuy and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
Due to the general complementary convex structure underlying most nonconvex optimization problems encountered in applications, convex analysis plays an essential role in the development of global optimization methods. This book develops a coherent and rigorous theory of deterministic global optimization from this point of view. Part I constitutes an introduction to convex analysis, with an emphasis on concepts, properties and results particularly needed for global optimization, including those pertaining to the complementary convex structure. Part II presents the foundation and application of global search principles such as partitioning and cutting, outer and inner approximation, and decomposition to general global optimization problems and to problems with a low-rank nonconvex structure as well as quadratic problems. Much new material is offered, aside from a rigorous mathematical development. Audience: The book is written as a text for graduate students in engineering, mathematics, operations research, computer science and other disciplines dealing with optimization theory. It is also addressed to all scientists in various fields who are interested in mathematical optimization.
Convex Analysis For Optimization
DOWNLOAD
Author : Jan Brinkhuis
language : en
Publisher: Springer Nature
Release Date : 2020-05-05
Convex Analysis For Optimization written by Jan Brinkhuis and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-05 with Business & Economics categories.
This textbook offers graduate students a concise introduction to the classic notions of convex optimization. Written in a highly accessible style and including numerous examples and illustrations, it presents everything readers need to know about convexity and convex optimization. The book introduces a systematic three-step method for doing everything, which can be summarized as "conify, work, deconify". It starts with the concept of convex sets, their primal description, constructions, topological properties and dual description, and then moves on to convex functions and the fundamental principles of convex optimization and their use in the complete analysis of convex optimization problems by means of a systematic four-step method. Lastly, it includes chapters on alternative formulations of optimality conditions and on illustrations of their use. "The author deals with the delicate subjects in a precise yet light-minded spirit... For experts in the field, this book not only offers a unifying view, but also opens a door to new discoveries in convexity and optimization...perfectly suited for classroom teaching." Shuzhong Zhang, Professor of Industrial and Systems Engineering, University of Minnesota
Convex Analysis
DOWNLOAD
Author : Georgii G. Magaril-Ilʹyaev
language : en
Publisher: American Mathematical Soc.
Release Date :
Convex Analysis written by Georgii G. Magaril-Ilʹyaev and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on with Mathematics categories.
This book is an introduction to convex analysis and some of its applications. It starts with basis theory, which is explained within the framework of finite-dimensional spaces. The only prerequisites are basic analysis and simple geometry. The second chapter presents some applications of convex analysis, including problems of linear programming, geometry, and approximation. Special attention is paid to applications of convex analysis to Kolmogorov-type inequalities for derivatives of functions is one variable. Chapter 3 collects some results on geometry and convex analysis in infinite-dimensional spaces. A comprehensive introduction written "for beginners" illustrates the fundamentals of convex analysis in finite-dimensional spaces. The book can be used for an advanced undergraduate or graduate level course on convex analysis and its applications. It is also suitable for independent study of this extremely important area of mathematics.
Convex Analysis And Optimization
DOWNLOAD
Author : Dimitri Bertsekas
language : en
Publisher: Athena Scientific
Release Date : 2003-03-01
Convex Analysis And Optimization written by Dimitri Bertsekas and has been published by Athena Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-03-01 with Mathematics categories.
A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. The book provides a comprehensive development of convexity theory, and its rich applications in optimization, including duality, minimax/saddle point theory, Lagrange multipliers, and Lagrangian relaxation/nondifferentiable optimization. It is an excellent supplement to several of our books: Convex Optimization Theory (Athena Scientific, 2009), Convex Optimization Algorithms (Athena Scientific, 2015), Nonlinear Programming (Athena Scientific, 2016), Network Optimization (Athena Scientific, 1998), and Introduction to Linear Optimization (Athena Scientific, 1997). Aside from a thorough account of convex analysis and optimization, the book aims to restructure the theory of the subject, by introducing several novel unifying lines of analysis, including: 1) A unified development of minimax theory and constrained optimization duality as special cases of duality between two simple geometrical problems. 2) A unified development of conditions for existence of solutions of convex optimization problems, conditions for the minimax equality to hold, and conditions for the absence of a duality gap in constrained optimization. 3) A unification of the major constraint qualifications allowing the use of Lagrange multipliers for nonconvex constrained optimization, using the notion of constraint pseudonormality and an enhanced form of the Fritz John necessary optimality conditions. Among its features the book: a) Develops rigorously and comprehensively the theory of convex sets and functions, in the classical tradition of Fenchel and Rockafellar b) Provides a geometric, highly visual treatment of convex and nonconvex optimization problems, including existence of solutions, optimality conditions, Lagrange multipliers, and duality c) Includes an insightful and comprehensive presentation of minimax theory and zero sum games, and its connection with duality d) Describes dual optimization, the associated computational methods, including the novel incremental subgradient methods, and applications in linear, quadratic, and integer programming e) Contains many examples, illustrations, and exercises with complete solutions (about 200 pages) posted at the publisher's web site http://www.athenasc.com/convexity.html
Convex Functions And Their Applications
DOWNLOAD
Author : Constantin Niculescu
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-02-11
Convex Functions And Their Applications written by Constantin Niculescu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-11 with Mathematics categories.
Convex functions play an important role in almost all branches of mathematics as well as other areas of science and engineering. This book is a thorough introduction to contemporary convex function theory addressed to all people whose research or teaching interests intersect with the field of convexity. It covers a large variety of subjects, from the one real variable case (with all its mathematical gems) to some of the most advanced topics such as Choquet's theory, the Prékopa-Leindler type inequalities and their ramifications, as well as the variational approach of partial differential equations and convex programming. Many results are new and the whole book reflects the authors’ own experience, both in teaching and research. The book can serve as a reference and source of inspiration to researchers in several branches of mathematics and engineering and it can also be used for graduate courses.
Convex Analysis
DOWNLOAD
Author : R. Tyrrell Rockafellar
language : en
Publisher: Princeton University Press
Release Date : 1997-01-12
Convex Analysis written by R. Tyrrell Rockafellar and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-12 with Mathematics categories.
Topics treat systems of inequalities; Lagrange multipliers; minimax theorems and duality; structures of convex sets and functions; and more. Available for the first time in paperback, Rockafellar's classic study has firmly established a vital area not only for pure mathematics but also for applications to economics and engineering. Readers will find sound knowledge of linear algebra and introductory real analysis a major benefit to the assimilation of this work.