Bertsekas D Convex Analysis and Optimization 2003

Bertsekas D Convex Analysis and Optimization 2003 | 23.4 MB
English | 550 Pages

Title: Convex Analysis and Optimization
Author: Dimitri Bertsekas
Year: 2003

Description:
A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. Among its special features, the book: 1) Develops rigorously and comprehensively the theory of convex sets and functions 2) Provides a geometric, highly visual treatment of convex and nonconvex optimization problems, including existence of solutions, optimality conditions, Lagrange multipliers, and duality 3) Includes an insightful and comprehensive presentation of minimax theory and zero sum games, and its connection with duality 4) Describes dual optimization, the associated computational methods, including the novel incremental subgradient methods, and applications in linear, quadratic, and integer programming 5) Contains many examples, illustrations, and exercises with complete solutions (about 200 pages) posted on the internet.

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