Grundlehren der mathematischen Wissenschaften

Convex Analysis and Minimization Algorithms I

Fundamentals

Authors: Hiriart-Urruty, Jean-Baptiste, Lemarechal, Claude

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About this book

Convex Analysis may be considered as a refinement of standard calculus, with equalities and approximations replaced by inequalities. As such, it can easily be integrated into a graduate study curriculum. Minimization algorithms, more specifically those adapted to non-differentiable functions, provide an immediate application of convex analysis to various fields related to optimization and operations research. These two topics making up the title of the book, reflect the two origins of the authors, who belong respectively to the academic world and to that of applications. Part I can be used as an introductory textbook (as a basis for courses, or for self-study); Part II continues this at a higher technical level and is addressed more to specialists, collecting results that so far have not appeared in books.

Reviews

From the reviews: "... The book is very well written, nicely illustrated, and clearly understandable even for senior undergraduate students of mathematics... Throughout the book, the authors carefully follow the recommendation by A. Einstein: 'Everything should be made as simple as possible, but not simpler.'"

Table of contents (8 chapters)

  • Convex Functions of One Real Variable

    Hiriart-Urruty, Jean-Baptiste (et al.)

    Pages 1-46

  • Introduction to Optimization Algorithms

    Hiriart-Urruty, Jean-Baptiste (et al.)

    Pages 47-86

  • Convex Sets

    Hiriart-Urruty, Jean-Baptiste (et al.)

    Pages 87-141

  • Convex Functions of Several Variables

    Hiriart-Urruty, Jean-Baptiste (et al.)

    Pages 143-193

  • Sublinearity and Support Functions

    Hiriart-Urruty, Jean-Baptiste (et al.)

    Pages 195-236

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-3-662-02796-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA
  • ISBN 978-3-540-56850-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • ISBN 978-3-642-08161-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Convex Analysis and Minimization Algorithms I
Book Subtitle
Fundamentals
Authors
Series Title
Grundlehren der mathematischen Wissenschaften
Series Volume
305
Copyright
1993
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-662-02796-7
DOI
10.1007/978-3-662-02796-7
Hardcover ISBN
978-3-540-56850-6
Softcover ISBN
978-3-642-08161-3
Series ISSN
0072-7830
Edition Number
1
Number of Pages
XVIII, 418
Topics