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Book Cover for: Conjugate Duality and Optimization, R. Tyrrell Rockafellar

Conjugate Duality and Optimization

R. Tyrrell Rockafellar

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.

Book Details

  • Publisher: Society for Industrial and Applied Mathematic
  • Publish Date: Jan 1st, 1987
  • Pages: 80
  • Language: English
  • Edition: undefined - undefined
  • Dimensions: 0.00in - 0.00in - 0.00in - 0.00lb
  • EAN: 9780898710137
  • Categories: Linear & Nonlinear Programming