Mordukhovich B. An Easy Path to Convex Analysis and Applications 2ed 2023 [PD...

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Mordukhovich B. An Easy Path to Convex Analysis and Applications 2ed 2023 [PDF] [English]

Info:

• ✔Title: Convex Analysis and Optimization
  ✔Pages: 313
  ✔Author: Dimitri Bertsekas
  ✔Year: 2003
  ✔Subjects:
  ✔Category: Linear Algebra, Algebra & Trigonometry
  ✔Publisher: ‎ Athena Scientific
  ✔ISBN: ‎ 978-1886529458
  

Description:

A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. Among its special features, the book: 1) Develops rigorously and comprehensively the theory of convex sets and functions 2) Provides a geometric, highly visual treatment of convex and nonconvex optimization problems, including existence of solutions, optimality conditions, Lagrange multipliers, and duality 3) Includes an insightful and comprehensive presentation of minimax theory and zero sum games, and its connection with duality 4) Describes dual optimization, the associated computational methods, including the novel incremental subgradient methods, and applications in linear, quadratic, and integer programming 5) Contains many examples, illustrations, and exercises with complete solutions (about 200 pages) posted on the internet.

Files:
Mordukhovich B. An Easy Path to Convex Analysis and Applications 2ed 2023.pdf (3.19 MB)

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