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Convex Analysis (pms-28)

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ISBN-10: 0691015864

ISBN-13: 9780691015866

Edition: 1970

Authors: Ralph Tyrell Rockafellar

List price: $115.00
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Description:

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…    
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Book details

List price: $115.00
Copyright year: 1970
Publisher: Princeton University Press
Publication date: 1/12/1997
Binding: Paperback
Pages: 472
Size: 5.98" wide x 9.02" long x 0.98" tall
Weight: 1.738
Language: English

Preface
Introductory Remarks: A Guide for the Reader
Affine Sets
Convex Sets and Cones
The Algebra of Convex Sets
Convex Functions
Functional Operations
Relative Interiors of Convex Sets
Closures of Convex Functions
Recession Cones and Unboundedness
Some Closedness Criteria
Continuity of Convex Functions
Separation Theorems
Conjugates of Convex Functions
Support Functions
Polars of Convex Sets
Polars of Convex Functions
Dual Operations
Caratheodory's Theorem
Extreme Points and Faces of Convex Sets
Polyhedral Convex Sets and Functions
Some Applications of Polyhedral Convexity
Helly's Theorem and Systems of Inequalities
Linear Inequalities
Directional Derivatives and Subgradients
Differential Continuity and Monotonicity
Differentiability of Convex Functions
The Legendre Transformation
The Minimum of a Convex Function
Ordinary Convex Programs and Lagrange Multipliers
Bifunctions and Generalized Convex Programs
Adjoint Bifunctions and Dual Programs
Fenchel's Duality Theorem
The Maximum of a Convex Function
Saddle-Functions
Closures and Equivalence Classes
Continuity and Differentiability of Saddle-functions
Minimax Problems
Conjugate Saddle-functions and Minimax Theorems
The Algebra of Bifunctions
Convex Processes
Comments and References
Bibliography
Index