Convex analysis and optimization
Dimitri P. Bertsekas with Angelia Nedic and Asuman E. Ozdaglar.
Belmont, Mass. : Athena Scientific, ©2003.
xv, 534 págs. : ilustraciones ; 24 cm.
Serie: Athena scientific optimization and computation series ; 4
ISBN: 1886529450
Material suplementario disponible en la página web del libro.
Incluye referencias bibliográficas (p. 517-527) e índice.
Reseña: MathSciNet, 2006j:90001
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.
