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Convex Analysis
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Convex Analysis Paperback - 1997

by Ralph Tyrell Rockafellar

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Topics treat systems of inequalities; Lagrange multipliers; minimax theorems and duality; structures of convex sets and functions; and more. Available for the first time in paperback, Rockafellar's classic study has firmly established a vital area not only for pure mathematics but also for applications to economics and engineering. Readers will find sound knowledge of linear algebra and introductory real analysis a major benefit to the assimilation of this work.

Reader reviews for Convex Analysis

From the publisher

Available for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differentiability assumptions are replaced by convexity assumptions. The topics treated in this volume include: systems of inequalities, the minimum or maximum of a convex function over a convex set, Lagrange multipliers, minimax theorems and duality, as well as basic results about the structure of convex sets and the continuity and differentiability of convex functions and saddle- functions.

This book has firmly established a new and vital area not only for pure mathematics but also for applications to economics and engineering. A sound knowledge of linear algebra and introductory real analysis should provide readers with sufficient background for this book. There is also a guide for the reader who may be using the book as an introduction, indicating which parts are essential and which may be skipped on a first reading.

First line

Throughout this book, R denotes the real number system, and Rn is the usual vector space of real n-tuples x = ( 1,..., n).

Details

  • Title Convex Analysis
  • Author Ralph Tyrell Rockafellar
  • Binding Paperback
  • Edition Reprint
  • Pages 470
  • Volumes 1
  • Language ENG
  • Publisher Princeton University Press, Princeton, New Jersey
  • Publication date 1997-01-12
  • Features Bibliography
  • ISBN 9780691015866 / 0691015864
  • Weight 1.35 lbs (0.61 kg)
  • Dimensions 8.92 x 5.98 x 0.96 in (22.66 x 15.19 x 2.44 cm)
  • Category Mathematics
  • Dewey Decimal Code 517.52

About the author

R. Tyrrell Rockafellar is Professor of Mathematics and Applied Mathematics at the University of Washington-Seattle. For his work in convex analysis and optimization, he was awarded the Dantzig Prize by the Society for Industrial and Applied Mathematics and the Mathematical Programming Society.