Conjugate Duality and Optimization
| Author | : R. Tyrrell Rockafellar |
| Publisher | : SIAM |
| Total Pages | : 80 |
| Release | : 1974-01-01 |
| ISBN-10 | : 1611970520 |
| ISBN-13 | : 9781611970524 |
| Rating | : 4/5 (20 Downloads) |
Book Synopsis Conjugate Duality and Optimization by : R. Tyrrell Rockafellar
Download or read book Conjugate Duality and Optimization written by R. Tyrrell Rockafellar and published by SIAM. This book was released on 1974-01-01 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
