Convex Analysis

Author: Ralph Tyrell Rockafellar
Editor: Princeton University Press
ISBN: 1400873177
File Size: 77,14 MB
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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.

Convex Analysis And Nonlinear Optimization

Author: Jonathan Borwein
Editor: Springer Science & Business Media
ISBN: 0387312560
File Size: 43,67 MB
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Optimization is a rich and thriving mathematical discipline, and the underlying theory of current computational optimization techniques grows ever more sophisticated. This book aims to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. Each section concludes with an often extensive set of optional exercises. This new edition adds material on semismooth optimization, as well as several new proofs.

Fundamentals Of Convex Analysis

Author: Jean-Baptiste Hiriart-Urruty
Editor: Springer Science & Business Media
ISBN: 3642564682
File Size: 37,36 MB
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This book is an abridged version of the two volumes "Convex Analysis and Minimization Algorithms I and II" (Grundlehren der mathematischen Wissenschaften Vol. 305 and 306). It presents an introduction to the basic concepts in convex analysis and a study of convex minimization problems (with an emphasis on numerical algorithms). The "backbone" of bot volumes was extracted, some material deleted which was deemed too advanced for an introduction, or too closely attached to numerical algorithms. Some exercises were included and finally the index has been considerably enriched, making it an excellent choice for the purpose of learning and teaching.

Convex Analysis For Optimization

Author: Jan Brinkhuis
Editor: Springer Nature
ISBN: 3030418049
File Size: 26,10 MB
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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

Convex Analysis

Author: Steven G. Krantz
Editor: CRC Press
ISBN: 1498706371
File Size: 20,10 MB
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Convexity is an ancient idea going back to Archimedes. Used sporadically in the mathematical literature over the centuries, today it is a flourishing area of research and a mathematical subject in its own right. Convexity is used in optimization theory, functional analysis, complex analysis, and other parts of mathematics. Convex Analysis introduces analytic tools for studying convexity and provides analytical applications of the concept. The book includes a general background on classical geometric theory which allows readers to obtain a glimpse of how modern mathematics is developed and how geometric ideas may be studied analytically. Featuring a user-friendly approach, the book contains copious examples and plenty of figures to illustrate the ideas presented. It also includes an appendix with the technical tools needed to understand certain arguments in the book, a tale of notation, and a thorough glossary to help readers with unfamiliar terms. This book is a definitive introductory text to the concept of convexity in the context of mathematical analysis and a suitable resource for students and faculty alike.

Convex Analysis And Optimization

Author: Dimitri P. Bertsekas
Editor:
ISBN: 9781886529458
File Size: 41,20 MB
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Convex Analysis

Author: Georgii G. Magaril-Ilʹyaev
Editor: American Mathematical Soc.
ISBN: 9780821889640
File Size: 36,31 MB
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This book is an introduction to convex analysis and some of its applications. It starts with basis theory, which is explained within the framework of finite-dimensional spaces. The only prerequisites are basic analysis and simple geometry. The second chapter presents some applications of convex analysis, including problems of linear programming, geometry, and approximation. Special attention is paid to applications of convex analysis to Kolmogorov-type inequalities for derivatives of functions is one variable. Chapter 3 collects some results on geometry and convex analysis in infinite-dimensional spaces. A comprehensive introduction written "for beginners" illustrates the fundamentals of convex analysis in finite-dimensional spaces. The book can be used for an advanced undergraduate or graduate level course on convex analysis and its applications. It is also suitable for independent study of this extremely important area of mathematics.

Convex Analysis And Measurable Multifunctions

Author: C. Castaing
Editor: Springer
ISBN: 3540373845
File Size: 57,58 MB
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Real And Convex Analysis

Author: Erhan Çınlar
Editor: Springer Science & Business Media
ISBN: 1461452570
File Size: 36,79 MB
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This book offers a first course in analysis for scientists and engineers. It can be used at the advanced undergraduate level or as part of the curriculum in a graduate program. The book is built around metric spaces. In the first three chapters, the authors lay the foundational material and cover the all-important “four-C’s”: convergence, completeness, compactness, and continuity. In subsequent chapters, the basic tools of analysis are used to give brief introductions to differential and integral equations, convex analysis, and measure theory. The treatment is modern and aesthetically pleasing. It lays the groundwork for the needs of classical fields as well as the important new fields of optimization and probability theory.

Convex Analysis And Monotone Operator Theory In Hilbert Spaces

Author: Heinz H. Bauschke
Editor: Springer
ISBN: 3319483110
File Size: 19,52 MB
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This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators. Taking a unique comprehensive approach, the theory is developed from the ground up, with the rich connections and interactions between the areas as the central focus, and it is illustrated by a large number of examples. The Hilbert space setting of the material offers a wide range of applications while avoiding the technical difficulties of general Banach spaces. The authors have also drawn upon recent advances and modern tools to simplify the proofs of key results making the book more accessible to a broader range of scholars and users. Combining a strong emphasis on applications with exceptionally lucid writing and an abundance of exercises, this text is of great value to a large audience including pure and applied mathematicians as well as researchers in engineering, data science, machine learning, physics, decision sciences, economics, and inverse problems. The second edition of Convex Analysis and Monotone Operator Theory in Hilbert Spaces greatly expands on the first edition, containing over 140 pages of new material, over 270 new results, and more than 100 new exercises. It features a new chapter on proximity operators including two sections on proximity operators of matrix functions, in addition to several new sections distributed throughout the original chapters. Many existing results have been improved, and the list of references has been updated. Heinz H. Bauschke is a Full Professor of Mathematics at the Kelowna campus of the University of British Columbia, Canada. Patrick L. Combettes, IEEE Fellow, was on the faculty of the City University of New York and of Université Pierre et Marie Curie – Paris 6 before joining North Carolina State University as a Distinguished Professor of Mathematics in 2016.

Abstract Convex Analysis

Author: Ivan Singer
Editor: John Wiley & Sons
ISBN: 9780471160151
File Size: 31,52 MB
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This book examines abstract convex analysis and presents the results of recent research, specifically on parametrizations of Minkowski type dualities and of conjugations of type Lau. It explains the main concepts through cases and detailed proofs.

Convex Analysis And Variational Problems

Author: Ivar Ekeland
Editor: SIAM
ISBN: 9781611971088
File Size: 51,80 MB
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This book contains different developments of infinite dimensional convex programming in the context of convex analysis, including duality, minmax and Lagrangians, and convexification of nonconvex optimization problems in the calculus of variations (infinite dimension). It also includes the theory of convex duality applied to partial differential equations; no other reference presents this in a systematic way. The minmax theorems contained in this book have many useful applications, in particular the robust control of partial differential equations in finite time horizon. First published in English in 1976, this SIAM Classics in Applied Mathematics edition contains the original text along with a new preface and some additional references.

Convex Analysis

Author: Jan Van Tiel
Editor: Wiley
ISBN:
File Size: 41,81 MB
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An introductory text on convex sets, convex functions and convex optimization. Emphasizes the basic concepts and the characteristic methods of convex mathematics, and includes proofs and theorems that focus on practical applications.

Analysis Ii

Author: R.V. Gamkrelidze
Editor: Springer Science & Business Media
ISBN: 3642612679
File Size: 64,80 MB
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Intended for a wide range of readers, this book covers the main ideas of convex analysis and approximation theory. The author discusses the sources of these two trends in mathematical analysis, develops the main concepts and results, and mentions some beautiful theorems. The relationship of convex analysis to optimization problems, to the calculus of variations, to optimal control and to geometry is considered, and the evolution of the ideas underlying approximation theory, from its origins to the present day, is discussed. The book is addressed both to students who want to acquaint themselves with these trends and to lecturers in mathematical analysis, optimization and numerical methods, as well as to researchers in these fields who would like to tackle the topic as a whole and seek inspiration for its further development.

Convex Analysis And Minimization Algorithms I

Author: Jean-Baptiste Hiriart-Urruty
Editor: Springer Science & Business Media
ISBN: 3540568506
File Size: 48,43 MB
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Convex Analysis may be considered as a refinement of standard calculus, with equalities and approximations replaced by inequalities. As such, it can easily be integrated into a graduate study curriculum. Minimization algorithms, more specifically those adapted to non-differentiable functions, provide an immediate application of convex analysis to various fields related to optimization and operations research. These two topics making up the title of the book, reflect the two origins of the authors, who belong respectively to the academic world and to that of applications. Part I can be used as an introductory textbook (as a basis for courses, or for self-study); Part II continues this at a higher technical level and is addressed more to specialists, collecting results that so far have not appeared in books.

Convex Analysis In General Vector Spaces

Author: C Zalinescu
Editor: World Scientific
ISBN: 9814488151
File Size: 72,28 MB
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The primary aim of this book is to present the conjugate and subdifferential calculus using the method of perturbation functions in order to obtain the most general results in this field. The secondary aim is to provide important applications of this calculus and of the properties of convex functions. Such applications are: the study of well-conditioned convex functions, uniformly convex and uniformly smooth convex functions, best approximation problems, characterizations of convexity, the study of the sets of weak sharp minima, well-behaved functions and the existence of global error bounds for convex inequalities, as well as the study of monotone multifunctions by using convex functions. Contents:Preliminary Results on Functional AnalysisConvex Analysis in Locally Convex SpacesSome Results and Applications of Convex Analysis in Normed Spaces Readership: Researchers in analysis (convex and functional analysis), optimization theory and mathematical economy. Keywords:

Convex Analysis And Global Optimization

Author: Hoang Tuy
Editor: Springer Science & Business Media
ISBN: 1475728093
File Size: 32,86 MB
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Due to the general complementary convex structure underlying most nonconvex optimization problems encountered in applications, convex analysis plays an essential role in the development of global optimization methods. This book develops a coherent and rigorous theory of deterministic global optimization from this point of view. Part I constitutes an introduction to convex analysis, with an emphasis on concepts, properties and results particularly needed for global optimization, including those pertaining to the complementary convex structure. Part II presents the foundation and application of global search principles such as partitioning and cutting, outer and inner approximation, and decomposition to general global optimization problems and to problems with a low-rank nonconvex structure as well as quadratic problems. Much new material is offered, aside from a rigorous mathematical development. Audience: The book is written as a text for graduate students in engineering, mathematics, operations research, computer science and other disciplines dealing with optimization theory. It is also addressed to all scientists in various fields who are interested in mathematical optimization.

Convex Analysis And Optimization In Hadamard Spaces

Author: Miroslav Bacak
Editor: Walter de Gruyter GmbH & Co KG
ISBN: 3110391082
File Size: 25,53 MB
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In the past two decades, convex analysis and optimization have been developed in Hadamard spaces. This book represents a first attempt to give a systematic account on the subject. Hadamard spaces are complete geodesic spaces of nonpositive curvature. They include Hilbert spaces, Hadamard manifolds, Euclidean buildings and many other important spaces. While the role of Hadamard spaces in geometry and geometric group theory has been studied for a long time, first analytical results appeared as late as in the 1990s. Remarkably, it turns out that Hadamard spaces are appropriate for the theory of convex sets and convex functions outside of linear spaces. Since convexity underpins a large number of results in the geometry of Hadamard spaces, we believe that its systematic study is of substantial interest. Optimization methods then address various computational issues and provide us with approximation algorithms which may be useful in sciences and engineering. We present a detailed description of such an application to computational phylogenetics. The book is primarily aimed at both graduate students and researchers in analysis and optimization, but it is accessible to advanced undergraduate students as well.

An Easy Path To Convex Analysis And Applications

Author: Boris S. Mordukhovich
Editor: Morgan & Claypool Publishers
ISBN: 1627052380
File Size: 17,39 MB
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Convex optimization has an increasing impact on many areas of mathematics, applied sciences, and practical applications. It is now being taught at many universities and being used by researchers of different fields. As convex analysis is the mathematical f