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Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics) (CBMS-NSF Regional Conference Series in Applied Mathematics)
Conjugate Duality and Optimization - CBMS-NSF Regional Conference Series in Applied Mathematics
Author: R. Tyrrell Rockafellar
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 ...  more »
ISBN-13: 9780898710137
ISBN-10: 0898710138
Publication Date: 1/1/1987
Pages: 80
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Publisher: Society for Industrial Mathematics
Book Type: Paperback
Members Wishing: 0
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