Bertsekas, Dimitri P.
Convex analysis and optimization / Dimitri P. Bertsekas with Angelia Nedic and Asuman E. Ozdaglar.
— Belmont, Mass. : Athena Scientific, c2003. xv, 534 p. : il. ; 24 cm. — (Athena scientific optimization and computation series ; 4)
Material suplementario disponible en la página web del libro.
Incluye referencias bibliográficas (p. 517-527) e índice.
Contenido: 1. Basic convexity concepts — 2. Convexity and optimization — 3. Polyhedral convexity — 4. Subgradients and constrained optimization — 5. Lagrange multipliers — 6. Lagrangian duality — 7. Conjugate duality — 8. Dual computational methods.
ISBN 1886529450
|