Summary and Info
This monograph provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. Emphasizes the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.
More About the Author
Ralph Tyrrell Rockafellar (born February 10, 1935) is one of the world's leaders in optimization theory and related fields of analysis and combinatorics.
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