Convex optimization theory

Bertsekas, dimitri

Convex optimization theory - Hyaderabad (India) Universities press (India) private LTD. 2010 - xii, 407 p. ill. Includes bibliographical reference and index

The book, Convex Optimization Theory provides an insightful, concise and rigorous treatment of the basic theory of convex sets and functions in finite dimensions and the analytical/geometrical foundations of convex optimization and duality theory. The convexity theory is developed first in a simple accessible manner using easily visualized proofs. The focus then shifts to a transparent geometrical line of analysis to develop the fundamental duality between descriptions of convex sets and functions in terms of points and in terms of hyperplanes.

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Mathematical optimization
Fonctions convexes
Convex functions