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Conjugate Duality and Optimization : Cbms-Nsf Regional Conference Applied Mathematics - R. Tyrrell Rockafellar

Conjugate Duality and Optimization

By: R. Tyrrell Rockafellar

Paperback | 29 May 1987

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This monograph provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. Emphasizes 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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