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Conjugate Duality and Optimization

by Rockafellar, R Tyrrell

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Description

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 variations, and optimal control.

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Product Details

  • Jan 1, 1987 Pub Date:
  • 0898710138 ISBN-10:
  • 9780898710137 ISBN-13:
  • English Language