Convex Analysis: (PMS-28) (Princeton Mathematical Series, 28) - Hardcover

Rockafellar

Hardcover

ISBN 10: 0691080690 ISBN 13: 9780691080697

Publisher: Princeton University Press, 1992

Synopsis

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.

About this title

About the Author

R. Tyrrell Rockafellar is Professor of Mathematics and Applied Mathematics at the University of Washington-Seattle. For his work in convex analysis and optimization, he was awarded the Dantzig Prize by the Society for Industrial and Applied Mathematics and the Mathematical Programming Society.

Edition details

• Publisher: Princeton University Press
• Publication date: 1992
• Language: English
• ISBN 10: 0691080690
• ISBN 13: 9780691080697
• Binding: Hardcover
• Number of pages: 470