[PDF] Conjugate Duality and Optimization (CBMS-NSF Regional Conference Series in Applied Mathematics)

ISBN: 0898710138

Category: Tutorial


Posted on 2017-12-31, by luongquocchinh.

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Author: R. Tyrrell Rockafellar | Publisher: Society for Industrial and Applied Mathematics | Category: Mathematics | Language: English | Page: 80 | ISBN: 0898710138 | ISBN13: 9780898710137 |

Description: 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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