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Conjugate Duality and Optimization

Conjugate Duality and Optimization

Paperback

Series: Cbms-Nsf Regional Conference Applied Mathematics, Book 16

General Mathematics

Currently unavailable to order

ISBN10: 0898710138
ISBN13: 9780898710137
Publisher: Society for Industrial and Applied Mathematic
Published: Jan 1 1987
Pages: 80
Language: English
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.

Also from

Rockafellar, R. Tyrrell

Also in

General Mathematics