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Convex Analysis for Optimization - A Unified Approach (Paperback, 1st ed. 2020)
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Convex Analysis for Optimization - A Unified Approach (Paperback, 1st ed. 2020)
Series: Graduate Texts in Operations Research
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This textbook offers graduate students a concise introduction to
the classic notions of convex optimization. Written in a highly
accessible style and including numerous examples and illustrations,
it presents everything readers need to know about convexity and
convex optimization. The book introduces a systematic three-step
method for doing everything, which can be summarized as "conify,
work, deconify". It starts with the concept of convex sets, their
primal description, constructions, topological properties and dual
description, and then moves on to convex functions and the
fundamental principles of convex optimization and their use in the
complete analysis of convex optimization problems by means of a
systematic four-step method. Lastly, it includes chapters on
alternative formulations of optimality conditions and on
illustrations of their use. "The author deals with the delicate
subjects in a precise yet light-minded spirit... For experts in the
field, this book not only offers a unifying view, but also opens a
door to new discoveries in convexity and optimization...perfectly
suited for classroom teaching." Shuzhong Zhang, Professor of
Industrial and Systems Engineering, University of Minnesota
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