Jump to ratings and reviews
Rate this book

Convex Analysis and Optimization

Rate this book
A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. Among its special features, the 1) Develops rigorously and comprehensively the theory of convex sets and functions 2) Provides a geometric, highly visual treatment of convex and nonconvex optimization problems, including existence of solutions, optimality conditions, Lagrange multipliers, and duality 3) Includes an insightful and comprehensive presentation of minimax theory and zero sum games, and its connection with duality 4) Describes dual optimization, the associated computational methods, including the novel incremental subgradient methods, and applications in linear, quadratic, and integer programming 5) Contains many examples, illustrations, and exercises with complete solutions (about 200 pages) posted on the internet.

560 pages, Hardcover

First published January 1, 2003

1 person is currently reading
39 people want to read

About the author

Dimitri P. Bertsekas

29 books19 followers

Ratings & Reviews

What do you think?
Rate this book

Friends & Following

Create a free account to discover what your friends think of this book!

Community Reviews

5 stars
1 (10%)
4 stars
9 (90%)
3 stars
0 (0%)
2 stars
0 (0%)
1 star
0 (0%)
No one has reviewed this book yet.

Can't find what you're looking for?

Get help and learn more about the design.