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Preface | |
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Introduction: Notation, Elementary Results | |
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Some Facts About Lower and Upper Bounds | |
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The Set of ExtendedReal Numbers | |
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Linear and Bilinear Algebra | |
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Differentiationin a Euclidean Space | |
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Set-Valued Analysis | |
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Recalls on Convex Functions of the Real Variable | |
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Exercises | |
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Convex Sets | |
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Generalities | |
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Definition and First Examples | |
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Convexity-PreservingOperationsonSets | |
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ConvexCombinationsandConvexHulls | |
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ClosedConvexSetsandHulls | |
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ConvexSetsAttachedtoaConvexSet | |
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TheRelativeInterior | |
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TheAsymptoticCone | |
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ExtremePoints | |
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Exposed Faces | |
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ProjectionontoClosedConvexSets | |
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TheProjectionOperator | |
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ProjectionontoaClosedConvexCone | |
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Separation and Applications | |
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SeparationBetweenConvexSets | |
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First Consequences of the Separation Properties | |
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Existence of Supporting Hyperplanes | |
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Outer Description of Closed ConvexSets | |
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Proof of Minkowski's Theorem | |
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Bipolar of a ConvexCone | |
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The Lemma of Minkowski-Farkas | |
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ConicalApproximationsofConvexSets | |
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ConvenientDefinitions of Tangent Cones | |
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TheTangentandNormalConestoaConvexSet | |
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SomePropertiesofTangentandNormalCones | |
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Exercises | |
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Convex Functions | |
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Basic Definitions and Examples | |
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The Definitions of a ConvexFunction | |
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Special Convex Functions: Affinity and Closedness | |
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Linear and Affine Functions | |
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ClosedConvexFunctions | |
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OuterConstructionofClosedConvexFunctions | |
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FirstExamples | |
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FunctionalOperationsPreservingConvexity | |
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OperationsPreservingClosedness | |
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Dilations and Perspectives of a Function | |
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Infimal Convolution | |
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Image of a Function Under a Linear Mapping | |
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Convex Hull and Closed Convex Hull of a Function | |
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Local and Global Behaviour of a Convex Function | |
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Continuity Properties | |
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Behaviour at Infinity | |
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First- and Second-Order Differentiation | |
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Differentiable ConvexFunctions | |
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Nondifferentiable Convex Functions | |
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Second-Order Differentiation | |
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Exercises | |
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Sublinearity and Support Functions | |
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SublinearFunctions | |
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Definitions and First Propertie | |
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SomeExamples | |
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TheConvexConeofAllClosedSublinearFunctions | |
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The Support Function of a Nonempty Set | |
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Definitions, Interpretations | |
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BasicProperties | |
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Examples | |
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Correspondence Between Convex Sets and Sublinear Functions | |
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The Fundamental Correspondence | |
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Example: Norms and Their Duals, Polarity | |
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Calculus with Support Functions | |
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Example: Support Functions of Closed Convex Polyhedra | |
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Exercises | |
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Subdifferentials of Finite Convex Functions | |
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The Subdifferential: Definitions and Interpretations | |
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First Definition: Directional Derivatives | |
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Second Definition: Minorizationby Affine Functions | |
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GeometricConstructionsandInterpretations | |
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Local Properties of the Subdifferential | |
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First-OrderDevelopments | |
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Minimality Conditions | |
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Mean-ValueTheorems | |
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FirstExamples | |
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Calculus Rules with Subdifferentials | |
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Positive Combinations of Functions | |
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Pre-Composition with an Affine Mapping | |
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Post-Composition with an Increasing Convex Function of Several Variables | |
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Supremum of Convex Functions | |
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Image of a Function Under a Linear Mapping | |
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FurtherExamples | |
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Largest Eigenvalue of a Symmetric Matrix | |
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NestedOptimization | |
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Best Approximation of a Continuous Function on a Compact Interval | |
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The Subdifferential as a Multifunction | |
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Monotonicity Properties of the Subdifferential | |
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Continuity Properties of the Subdifferential | |
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Subdifferentials and Limits of Subgradients | |
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Exercises | |
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Conjugacy in Convex Analysis | |
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The Convex Conjugate of a Function | |
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Definition and First Examples | |
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Interpretations | |
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FirstProperties | |
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-Elementary Calculus Rules | |
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-The Biconjugate of a Function | |
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-ConjugacyandCoercivity | |
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1.4 | |
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Calculus Rules on the Conjugacy Operation | |
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Image of a Function Under a Linear Mapping | |
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Pre-Composition with an Affine Mapping | |
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Sum of Two Functions | |
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Infima and Suprema | |
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Post-Composition with an Increasing Convex Function | |
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Various Examples | |
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The Cramer Transformation | |
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The Conjugate of Convex Partially Quadratic Functions | |
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PolyhedralFunctions | |
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Differentiability of a Conjugate Function | |
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First-Order Differentiability | |
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Lipschitz Continuity of the Gradient Mapping | |
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Exercises | |
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Bibliographical Comments | |
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The Founding Fathers of the Discipline | |
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References | |
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Index | |