Convex Analysis for Optimization: A Unified Approach (Graduate Texts in Operations Research) - Softcover

Brinkhuis, Jan

Softcover

ISBN 10: 3030418065 ISBN 13: 9783030418069

Publisher: Springer, 2021

Synopsis

This textbook offers graduate students a concise introduction to the classic notions of convex optimization. Written in a highly accessible style and including numerous examples and illustrations, it presents everything readers need to know about convexity and convex optimization.

The book introduces a systematic three-step method for doing everything, which can be summarized as "conify, work, deconify". It starts with the concept of convex sets, their primal description, constructions, topological properties and dual description, and then moves on to convex functions and the fundamental principles of convex optimization and their use in the complete analysis of convex optimization problems by means of a systematic four-step method. Lastly, it includes chapters on alternative formulations of optimality conditions and on illustrations of their use.

"The author deals with the delicate subjects in a precise yet light-minded spirit... For experts in the field, this book not only offers a unifying view, but also opens a door to new discoveries in convexity and optimization...perfectly suited for classroom teaching."  Shuzhong Zhang, Professor of Industrial and Systems Engineering, University of Minnesota

About this title

About the Author

Jan Brinkhuis is an Associate Professor of Mathematical Methods and Techniques at the Econometric  Institute of Erasmus University Rotterdam, specialized in the theory and application of optimization theory and game theory. 

From the Back Cover

This textbook offers graduate students a concise introduction to the classic notions of convex optimization. Written in a highly accessible style and including numerous examples and illustrations, it presents everything readers need to know about convexity and convex optimization.

The book introduces a systematic three-step method for doing everything, which can be summarized as "conify, work, deconify". It starts with the concept of convex sets, their primal description, constructions, topological properties and dual description, and then moves on to convex functions and the fundamental principles of convex optimization and their use in the complete analysis of convex optimization problems by means of a systematic four-step method. Lastly, it includes chapters on alternative formulations of optimality conditions and on illustrations of their use.

"The author deals with the delicate subjects in a precise yet light-minded spirit... For experts in the field, this book not only offers a unifying view, but also opens a door to new discoveries in convexity and optimization.... perfectly suited for classroom teaching."  Shuzhong Zhang, Professor of Industrial and Systems Engineering, University of Minnesota

Edition details

• Publisher: Springer
• Publication date: 2021
• Language: English
• ISBN 10: 3030418065
• ISBN 13: 9783030418069
• Binding: Paperback
• Edition number: 1
• Number of pages: 284