Finite Dimensional Convexity and Optimization

1. Front Matter

   Pages i-xii

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2. Convexity in ℝⁿ

   • Monique Florenzano, Cuong Le Van

   Pages 1-19

3. Separation and Polarity

   • Monique Florenzano, Cuong Le Van

   Pages 21-36

4. Extremal Structure of Convex Sets

   • Monique Florenzano, Cuong Le Van

   Pages 37-50

5. Linear Programming

   • Monique Florenzano, Cuong Le Van

   Pages 51-71

6. Convex Functions

   • Monique Florenzano, Cuong Le Van

   Pages 73-86

7. Differential Theory of Convex Functions

   • Monique Florenzano, Cuong Le Van

   Pages 87-107

8. Convex Optimization With Convex Constraints

   • Monique Florenzano, Cuong Le Van

   Pages 109-127

9. Non Convex Optimization

   • Monique Florenzano, Cuong Le Van

   Pages 129-139

10. Back Matter

    Pages 141-154

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The primary aim of this book is to present notions of convex analysis which constitute the basic underlying structure of argumentation in economic theory and which are common to optimization problems encountered in many applications. The intended readers are graduate students, and specialists of mathematical programming whose research fields are applied mathematics and economics. The text consists of a systematic development in eight chapters, with guided exercises containing sometimes significant and useful additional results. The book is appropriate as a class text, or for self-study.

• Convesity
• Convexity
• Derivative
• Game Theory
• Konvexität
• Mathematical Economics
• Minimum
• Optimierung
• Optimization
• Spieltheorie
• extrema
• linear optimization
• mathematische Ökonomie
• mean value theorem
• sets

• Pascal Gourdel MSE-Université de Paris 1, CERMSEM, Paris, France

  Monique Florenzano, Cuong Le Van

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