Convex Analysis

Front Cover
Princeton University Press, 1997 - Mathematics - 451 pages
5 Reviews

Available for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differentiability assumptions are replaced by convexity assumptions. The topics treated in this volume include: systems of inequalities, the minimum or maximum of a convex function over a convex set, Lagrange multipliers, minimax theorems and duality, as well as basic results about the structure of convex sets and the continuity and differentiability of convex functions and saddle- functions.

This book has firmly established a new and vital area not only for pure mathematics but also for applications to economics and engineering. A sound knowledge of linear algebra and introductory real analysis should provide readers with sufficient background for this book. There is also a guide for the reader who may be using the book as an introduction, indicating which parts are essential and which may be skipped on a first reading.

  

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Contents

IV
3
V
10
VI
16
VII
23
VIII
32
IX
41
X
43
XI
51
XXIX
211
XXX
213
XXXI
227
XXXII
241
XXXIII
251
XXXIV
261
XXXV
263
XXXVI
273

XII
60
XIII
72
XIV
82
XV
93
XVI
95
XVII
102
XVIII
112
XIX
121
XX
128
XXI
140
XXII
151
XXIII
153
XXIV
162
XXV
170
XXVI
179
XXVII
185
XXVIII
198
XXXVII
291
XXXVIII
307
XXXIX
327
XL
342
XLI
347
XLII
349
XLIII
359
XLIV
370
XLV
379
XLVI
388
XLVII
399
XLVIII
401
XLIX
413
L
425
LI
433
LII
447
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Amir Dembo,Ofer Zeitouni
No preview available - 1998
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