Conjugate Duality and Optimization

Conjugate Duality and Optimization
Author :
Publisher : SIAM
Total Pages : 80
Release :
ISBN-10 : 1611970520
ISBN-13 : 9781611970524
Rating : 4/5 (524 Downloads)

Book Synopsis Conjugate Duality and Optimization by : R. Tyrrell Rockafellar

Download or read book Conjugate Duality and Optimization written by R. Tyrrell Rockafellar and published by SIAM. This book was released on 1974-01-01 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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