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Introduction to Optimization and Semidifferential Calculus
Michel C. Delfour
出版
SIAM
, 2012-01-01
主題
Mathematics / General
Mathematics / Calculus
Mathematics / Differential Equations / General
Mathematics / Optimization
ISBN
1611972159
9781611972153
URL
http://books.google.com.hk/books?id=-zsQVkKOIHwC&hl=&source=gbs_api
EBook
SAMPLE
註釋
This primarily undergraduate textbook focuses on finite-dimensional optimization. Readers will find: an original and well integrated treatment of semidifferential calculus and optimization; emphasis on the Hadamard subdifferential, introduced at the beginning of the 20th century and somewhat overlooked for many years, with references to original papers by Hadamard (1923) and Fr?chet (1925); fundamentals of convex analysis (convexification, Fenchel duality, linear and quadratic programming, two-person zero-sum games, Lagrange primal and dual problems, semiconvex and semiconcave functions); complete definitions, theorems, and detailed proofs, even though it is not necessary to work through all of them; commentaries that put the subject into historical perspective; numerous examples and exercises throughout each chapter, and answers to the exercises provided in an appendix.