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9780898710137

Conjugate Duality and Optimization

Conjugate Duality and Optimization

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Product details

  • ISBN-13: 9780898710137
  • ISBN: 0898710138
  • Publisher: Society for Industrial and Applied Mathematics

AUTHOR

Rockafellar, R. Tyrrell

SUMMARY

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.Rockafellar, R. Tyrrell is the author of 'Conjugate Duality and Optimization' with ISBN 9780898710137 and ISBN 0898710138.

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