Undergraduate Convexity

From Fourier And Motzkin To Kuhn And Tucker

By: Niels Lauritzen

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Hardcover | 12 March 2013

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Hardcover
298 Pages

Dimensions(cm)
16.1 x 23.7 x 2.4

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Based on undergraduate teaching to students in computer science, economics and mathematics at Aarhus University, this is an elementary introduction to convex sets and convex functions with emphasis on concrete computations and examples.Starting from linear inequalities and Fourier-Motzkin elimination, the theory is developed by introducing polyhedra, the double description method and the simplex algorithm, closed convex subsets, convex functions of one and several variables ending with a chapter on convex optimization with the Karush-Kuhn-Tucker conditions, duality and an interior point algorithm. Study Guide here

Industry Reviews

Overall, the author has managed to keep a sound balance between the different approaches to convexity in geometry, analysis, and applied mathematics. The entire presentation is utmost lucid, didactically well-composed, thematically versatile and essentially self-contained. -- Zentralblatt MATH "Zentralblatt MATH"

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