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9780898710137 Academic Inspection Copy

Conjugate Duality and Optimization

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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.
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The Role of Convexity and Duality Examples of Convex Optimization Problems Conjugate Convex Functions in Paired Spaces Dual Problems and Lagrangians Examples of Duality Schemes Continuity and Derivatives of Convex Functions Solutions to Optimization Problems Calculating Conjugates and Subgradients Integral Functionals.
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