Optimization

Theory and Algorithms

By: Jean-Bapiste Hiriart-Urruty, Werner Oettli, Josef Stoer

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eText | 25 November 2020 | Edition Number 1

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This book is concerned with tangent cones, duality formulas, a generalized concept of conjugation, and the notion of maxi-minimizing sequence for a saddle-point problem, and deals more with algorithms in optimization. It focuses on the multiple exchange algorithm in convex programming.