## 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. |

### From inside the book

Results 1-5 of 25

Theorem 1.1.1 (Basic separation) Suppose that the set C C E is closed and

convex, and that the point y does not lie in C. Then there exist real b and a

**nonzero**element a of E satisfying (a, y) > b > (a,a) for all points a fin C. Sets in E

of the form ...

(b) Deduce that if in addition D and C are disjoint then there exists a

**nonzero**

element a in E with infreD(a,a) > supyeo(a,y). Interpret geometrically. (c) Show

part (b) fails for the closed convex sets in R*, D = {x ti > 0, x1a:2 > 1}, C {x | x2 = 0}

. 6.

Xx > 0 for all vectors x in R”, and positive definite if the inequality is strict

whenever a is

**nonzero**.) These two cones have some important differences; in

particular, R' is a polyhedron, whereas the cone of positive semidefinite matrices

S' is not, ...

(S: is not strictly convex) Find

**nonzero**matrices X and Y in Sł such that RLX #

REY and (X +Y)/2 g S$4. (A nonlattice ordering) Suppose the matrix Z in S

satisfies 0 0 0 1 1 0 w=|| || |and w=| | <= W = Z. (a) By considering diagonal W,

prove 1 a 2- ...

Conversely, if y"V*f(x)y > 0 for all

**nonzero**y in N(A) then it is a local minimizer.

We are already beginning to see the broad interplay between analytic, geometric

and topological ideas in optimization theory. A good illustration is the separation

...

### What people are saying - Write a review

### Contents

15 | |

Fenchel Duality | 33 |

Convex Analysis | 65 |

Special Cases | 97 |

Nonsmooth Optimization | 123 |

KarushKuhnTucker Theory | 153 |

Fixed Points | 179 |

Infinite Versus Finite Dimensions | 209 |

List of Results and Notation | 221 |

Bibliography | 241 |

Index | 253 |

### Other editions - View all

Convex Analysis and Nonlinear Optimization: Theory and Examples Jonathan M. Borwein,Adrian S. Lewis No preview available - 2000 |