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|Material Type:||Internet resource|
|Document Type:||Internet Resource, Computer File|
|All Authors / Contributors:||
R Tyrrell Rockafellar
|Notes:||Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader.
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.
The role of convexity and duality -- Examples of convex optimization problems -- Conjugate convex functions in paired spaces -- Dual problems and Lagrangians -- Examples of duality schemes -- Continuity and derivatives of convex functions -- Solutions to optimization problems -- Calculating conjugates and subgradients -- Integral functionals.
|Description:||1 electronic text (x, 74 p.)|
|Series Title:||CBMS-NSF regional conference series in applied mathematics, 16|
|Responsibility:||R. Tyrrell Rockafellar.|