Convex Analysis and Nonlinear Optimization: Theory and ExamplesOptimization is a rich and thriving mathematical discipline. The theory underlying current computational optimization techniques grows ever more sophisticated. The powerful and elegant language of convex analysis unifies much of this theory. The aim of this book is to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. It can serve as a teaching text, at roughly the level of first year graduate students. While the main body of the text is self-contained, each section concludes with an often extensive set of optional exercises. The new edition adds material on semismooth optimization, as well as several new proofs that will make this book even more self-contained. |
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... Hence our aim of writing a concise , accessible account of convex analysis and its applications and extensions , for a broad audience . For students of optimization and analysis , there is great benefit to blur- ring the distinction ...
... , it is natural to append -∞ and + ∞ to the real numbers , and allow their use in the usual notation for open and closed intervals . Hence , infØ = + ∞ and sup∞ , and for example ― = ----- ( -∞ , ∞ ] denotes the 1.1 Euclidean Spaces ...
... Hence complete the proof of Proposition 1.1.5 . The relative interior Some arguments about finite - dimensional convex sets C simplify and lose no generality if we assume C contains 0 and spans E. The following exer- cises outline this ...
... Hence deduce that any nonempty convex set in E has nonempty relative interior . ( c ) Prove that for 0 < ≤ 1 we have Ari C + ( 1 - x ) cl C C ri C , and hence ri C is convex with cl ( ri C ) = cl C. ( d ) Prove that for a point x in C ...
... A in M " we define the singular values of A by σ ; ( A ) √ ( ATA ) for i = 1 , 2 , ... , n , and hence define a map σ : Mn → R. ( Notice zero may be a singular value . ) ( a ) Prove 入[ & ] - [ 1.2 Symmetric Matrices 13.
Contents
1 | |
15 | |
Chapter 3 Fenchel Duality | 33 |
Chapter 4 Convex Analysis | 65 |
Chapter 5 Special Cases | 97 |
Chapter 6 Nonsmooth Optimization | 123 |
Chapter 7 KarushKuhnTucker Theory | 153 |
Chapter 8 Fixed Points | 179 |
Chapter 9 More N onsmooth Structure | 213 |
Infinite Versus Finite Dimensions | 239 |
Chapter 11 List of Results and Notation | 253 |
Bibliography | 275 |
Index | 289 |
Other editions - View all
Convex Analysis and Nonlinear Optimization: Theory and Examples Jonathan M. Borwein,Adrian S. Lewis No preview available - 2000 |