Convex Analysis PDF Author: R. Tyrrell Rockafellar
Publisher: Princeton University Press
ISBN: 9780691015866
Category : Mathematics
Languages : en
Pages : 494

Get Book

Book Description
Topics treat systems of inequalities; Lagrange multipliers; minimax theorems and duality; structures of convex sets and functions; and more. Available for the first time in paperback, Rockafellar's classic study has firmly established a vital area not only for pure mathematics but also for applications to economics and engineering. Readers will find sound knowledge of linear algebra and introductory real analysis a major benefit to the assimilation of this work.