Convex Analysis by Ralph Tyrell Rockafellar - 9780691015866

Convex AnalysisAuthor(s): Ralph Tyrell Rockafellar\nFormat: Paperback\nPublisher: Princeton University Press, United States\nImprint: Princeton University Press\nISBN-13: 9780691015866, 978-0691015866\nSynopsis\nAvailable for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differentiability assumptions are replaced by convexity assumptions. The topics treated in this volume include: systems of inequalities, the minimum or maximum of a convex function over a convex set, Lagrange multipliers, minimax theorems and duality, as well as basic results about the structure of convex sets and the continuity and differentiability of convex functions and saddle- functions. This book has firmly established a new and vital area not only for pure mathematics but also for applicatio.