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Giorgi G., Guerraggio A., Thierfelder J. — Mathematics of optimization
Giorgi G., Guerraggio A., Thierfelder J. — Mathematics of optimization



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Название: Mathematics of optimization

Авторы: Giorgi G., Guerraggio A., Thierfelder J.

Аннотация:

The book is intended for people (graduates, researchers, but also undergraduates with a good mathematical background) involved in the study of (static) optimization problems (in finite-dimensional spaces). It contains a lot of material, from basic tools of convex analysis to optimality conditions for smooth optimization problems, for non smooth optimization problems and for vector optimization problems. The development of the subjects are self-contained and the bibliographical references are usually treated in different books (only a few books on optimization theory deal also with vector problems), so the book can be a starting point for further readings in a more specialized literature. Assuming only a good (even if not advanced) knowledge of mathematical analysis and linear algebra, this book presents various aspects of the mathematical theory in optimization problems. The treatment is performed in finite-dimensional spaces and with no regard to algorithmic questions. After two chapters concerning, respectively, introductory subjects and basic tools and concepts of convex analysis, the book treats extensively mathematical programming problems in the smmoth case, in the nonsmooth case and finally vector optimization problems. ?· Self-contained ?· Clear style and results are either proved or stated precisely with adequate references ?· The authors have several years experience in this field ?· Several subjects (some of them non usual in books of this kind) in one single book, including nonsmooth optimization and vector optimization problems ?· Useful long references list at the end of each chapter


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2004

Количество страниц: 602

Добавлена в каталог: 15.11.2014

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Subconvex function      175
Subdifferentiable functions      97
Subdifferential      97 373
Subgradient      75 97
Superconvex function      175
Supporting hyperplane      35
Tangent cone (or Bouligand cone)      222
Tangentially regular      269
Transpose (of a matrix)      13
Tucker's theorems      68 69
Twice continuously differentiable function      19
Twice differentiable function      19
Uniform Dini directional derivatives      380
Uniform directional differentiability      373
Upper convex approximation of f      386
Upper Dini directional derivative      379
Upper level set      15
Upper semi-differentiability      387
Vector      13
Vector, column vector      13
Vector, row vector      13
Vector, unit vector      13
Vector, zero vector      13
Ville's theorem      68
Weak differentiability      361
Weak duality      459
Weak duality (vector case)      553
Weak separation function      116
Weakly efficient values      509
Wolfe dual problem      464
Wolfe duality      463
Young — Fenchel inequality      105
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