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Conjugate Duality and Optimization by R. Tyrrell Rockafellar 9780898710137
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Conjugate Duality and Optimization by R. Tyrrell Rockafellar 9780898710137

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Description

Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.

Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems.

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Book Information
ISBN 9780898710137
Author R. Tyrrell Rockafellar
Format Paperback
Page Count 80
Imprint Society for Industrial & Applied Mathematics,U.S.
Publisher Society for Industrial & Applied Mathematics,U.S.
Weight(grams) 350g
Dimensions(mm) 255mm * 178mm * 5mm

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