Elementary Convexity with Optimization (Texts and Readings in Mathematics)

Borkar, Vivek S./ Rao, K. S. Mallikarjuna

Springer Verlag, Singapore（2023/07発売）

• 製本 Paperback:紙装版/ペーパーバック版
• 言語 ENG
• 商品コード 9789819916511

Full Description

This book develops the concepts of fundamental convex analysis and optimization by using advanced calculus and real analysis. Brief accounts of advanced calculus and real analysis are included within the book. The emphasis is on building a geometric intuition for the subject, which is aided further by supporting figures. Two distinguishing features of this book are the use of elementary alternative proofs of many results and an eclectic collection of useful concepts from optimization and convexity often needed by researchers in optimization, game theory, control theory, and mathematical economics. A full chapter on optimization algorithms gives an overview of the field, touching upon many current themes. The book is useful to advanced undergraduate and graduate students as well as researchers in the fields mentioned above and in various engineering disciplines.

Contents

Continuity and existence of optima.- Differentiability and local optimality.- Convex sets.- Convex functions.- Convex optimization.- Optimization algorithms: an overview.- Epilogue.