Convex Optimization Theory - Hardcover

Bertsekas, Dimitri P.

Hardcover

ISBN 10: 1886529310 ISBN 13: 9781886529311

Publisher: Athena Scientific, 2009

Synopsis

An insightful, concise, and rigorous treatment of the basic theory of convex sets and functions in finite dimensions, and the analytical/geometrical foundations of convex optimization and duality theory. Convexity theory is first developed in a simple accessible manner, using easily visualized proofs. Then the focus shifts to a transparent geometrical line of analysis to develop the fundamental duality between descriptions of convex sets and functions in terms of points and in terms of hyperplanes. Finally, convexity theory and abstract duality are applied to problems of constrained optimization, Fenchel and conic duality, and game theory to develop the sharpest possible duality results within a highly visual geometric framework. The book may be used as a text for a theoretical convex optimization course; the author has taught several variants of such a course at MIT and elsewhere over the last ten years. It may also be used as a supplementary source for nonlinear programming classes, and as a theoretical foundation for classes focused on convex optimization models (rather than theory). It is an ideal companion to the books Convex Optimization Algorithms, and Nonlinear Programming by the same author.

Edition details

• Publisher: Athena Scientific
• Publication date: 2009
• ISBN 10: 1886529310
• ISBN 13: 9781886529311
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 246