Conjugate duality and optimization: "Essentially to be regarded as supplement to the book Convex analysis."
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Bibliographische Detailangaben
Beteilige Person: Rockafellar, Ralph Tyrrell 1935- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) [1974]
Schriftenreihe:CBMS-NSF regional conference series in applied mathematics 16
Schlagwörter:
Links:https://doi.org/10.1137/1.9781611970524
https://doi.org/10.1137/1.9781611970524
https://doi.org/10.1137/1.9781611970524
https://doi.org/10.1137/1.9781611970524
https://doi.org/10.1137/1.9781611970524
Beschreibung:Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader
Includes bibliographical references (S.. 73-74)
The role of convexity and duality -- Examples of convex optimization problems -- Conjugate convex functions in paired spaces -- Dual problems and Lagrangians -- Examples of duality schemes -- Continuity and derivatives of convex functions -- Solutions to optimization problems -- Calculating conjugates and subgradients -- Integral functionals
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
Umfang:1 Online-Ressource (x, 74 Seiten)
ISBN:9780898710137
DOI:10.1137/1.9781611970524