This monograph provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. Emphasizes 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.
| ISBN: | 9780898710137 |
| Publication date: | 28th February 1987 |
| Author: | R Tyrrell Rockafellar |
| Publisher: | Society for Industrial and Applied Mathematics an imprint of SIAM - Society for Industrial and Applied Mathematics |
| Format: | Paperback |
| Pagination: | 80 pages |
| Series: | CBMS-NSF Regional Conference Series in Applied Mathematics |
| Genres: |
Applied mathematics Optimization |
This monograph provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. Emphasizes the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value.
Conjugate Duality and Optimization features in the following genres: Applied mathematics, Optimization
Paperback. Not Available.
Conjugate Duality and Optimization was written by R Tyrrell Rockafellar and published by Society for Industrial and Applied Mathematics an imprint of SIAM - Society for Industrial and Applied Mathematics
Conjugate Duality and Optimization has 80 pages
Yes it is part of CBMS-NSF Regional Conference Series in Applied Mathematics series