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9781611972146 Academic Inspection Copy

Introduction to Optimization and Semidifferential Calculus

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This primarily undergraduate textbook focuses on finite-dimensional optimization. It offers an original and well integrated treatment of semidifferential calculus and optimization, with an emphasis on the Hadamard subdifferential, introduced at the beginning of the 20th century and somewhat overlooked for many years. References to original papers by Hadamard (1923) and Frechet (1925) are included, along with 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). The book also includes complete definitions, theorems, and detailed proofs, along with commentaries that put the subject into historical perspective and numerous examples and exercises throughout each chapter, and answers to the exercises provided in an appendix. Useful background material in classical analysis has been added at the end of Chapter 1 to make the book self-sufficient.
M. C. Delfour is a Professor of Mathematics and Statistics at the University of Montreal in Canada, a member of the Canadian Academy of Sciences (FRSC), a SIAM fellow and a former Guggenheim and Killam Fellow. He is a former president of the Canadian Mathematical Society and has served on numerous Canadian and international advisory boards and committees. He has been a Professional Engineer (PEng) since 1966 and is the author or co-author of 13 books and more than 165 papers.
Chapter 1: Introduction Chapter 2: Existence, Convexities, and Convexification Chapter 3: Semi-differentiability, Differentiability, Continuity, and Convexities Chapter 4: Optimality Conditions Chapter 5: Constrained Differentiable Optimization Appendix A: Inverse and Implicit Function Theorems Appendix B: Answers to Exercises
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