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Book Synopsis
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.

Conjugate Duality and Optimization CBMSNSF Regional Conference Series in Applied Mathematics Series Number 16

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    A Paperback by R. Tyrrell Rockafellar

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      View other formats and editions of Conjugate Duality and Optimization CBMSNSF Regional Conference Series in Applied Mathematics Series Number 16 by R. Tyrrell Rockafellar

      Publisher: Society for Industrial and Applied Mathematics
      Publication Date: Publication Date: 1/1/1987
      ISBN13: 9780898710137, 978-0898710137
      ISBN10: 0898710138

      Description

      Book Synopsis
      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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