Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 16)
ISBN-13:
9780898710137
ISBN-10:
0898710138
Edition:
0
Author:
R. Tyrrell Rockafellar
Publication date:
1987
Publisher:
Society for Industrial and Applied Mathematics
Format:
Paperback
80 pages
FREE US shipping
Book details
ISBN-13:
9780898710137
ISBN-10:
0898710138
Edition:
0
Author:
R. Tyrrell Rockafellar
Publication date:
1987
Publisher:
Society for Industrial and Applied Mathematics
Format:
Paperback
80 pages
Summary
Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 16) (ISBN-13: 9780898710137 and ISBN-10: 0898710138), written by authors
R. Tyrrell Rockafellar, was published by Society for Industrial and Applied Mathematics in 1987.
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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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