The book Convex Optimization Theory provides an insightful concise and rigorous treatment of the basic theory of convex sets and functions in finite dimensions and the analyticalgeometrical foundations of convex optimization and duality theory The convexity theory is developed first in a simple accessible manner using easily visualized proofs The focus then shifts to a transparent geometrical line of analysis to develop the fundamental duality between descriptions of convex sets and functions in terms of points and in terms of hyperplanes Finally convexity theory and abstract duality are applied to problems of constrained optimization Fenchel and conic duality and game theory to develop the sharpest possible duality results within a highly visual geometric framework Key features Rigorous and comprehensive development of the theory of convex sets and functions in the classical tradition of Fenchel and Rockafellar A geometric and highly visual treatment of convex optimization problems including duality existence of solutions and optimality conditions An insightful and comprehensive presentation of minimax theory and zero sum games and its connection with duality Contains many examples and illustrations in the text Inclusion of many examples illustrations exercises with complete solutions and a supplementary chapter on the most popular convex optimization algorithms Useable as a standalone text for a theoretically-oriented class on convex analysis and optimization or as a theoretical supplement to either an applicationsconvex optimization models class or a nonlinear programming class 420 pp.

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Bibliographic Details

Title

Convex Optimization Theory

Publisher

Universities Press

Publication Date

2010

Language

English

ISBN 10

8173717141

ISBN 13

9788173717147

Binding

Soft cover

Condition

New

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Convex Optimization Theory-Universities Press-Dimitri P Bertsekas-2010-EDN-1

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