Convex Optimization Theory By Dimitri P. Bertsekas
2009 | 246 Pages | ISBN: 1886529310 | DJVU | 10 MB
2009 | 246 Pages | ISBN: 1886529310 | DJVU | 10 MB
This book aims at an accessible, concise, and intuitive exposition of two related subjects that find broad practical application: (a) Convex analysis, particularly as it relates to optimization. (b) Duality theory for optimization and minimax problems, mainly within a convexity framework. The focus on optimization is to derive conditions for existence of primal and dual optimal solutions for constrained problems.