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Conjugate Duality and Optimization
Conjugate Duality and Optimization
R. Tyrrell Rockafellar
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This monograph provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. Emphasizes 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.
Categories:
Year:
1987
Edition:
SIAM
Publisher:
Society for Industrial Mathematics
Language:
English
Pages:
85
ISBN 10:
0898710138
ISBN 13:
9780898710137
ISBN:
9780898710137,0898710138
Series:
CBMS-NSF Regional Conference Series in Applied Mathematics
Your tags:
Математика;Методы оптимизации;
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