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Convex analysis for optimization: a unified approach

By: Material type: TextTextSeries: Graduate texts in operations researchPublication details: Springer 2020 ChamDescription: xxvii, 257 p. : ill. Includes appendix, bibliographical references and indexISBN:
  • 9783030418069
Subject(s): DDC classification:
  • 519.6 B7C6
Summary: 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. https://link.springer.com/book/10.1007/978-3-030-41804-5
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Books Vikram Sarabhai Library Rack 33-A / Slot 1681 (2nd Floor, East Wing) Non-fiction General Stacks 519.6 B7C6 (Browse shelf(Opens below)) Available 206759

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.


https://link.springer.com/book/10.1007/978-3-030-41804-5

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