Introduction to optimization and semidifferential calculus

by Delfour, Michel C.

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Title Statements

Full title :Introduction to optimization and semidifferential calculus / M.C. Delfour.

Summary

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 Fréchet (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.

Edition Statements

Publication Date:©2012.

Publication Statements

Publisher(s):Mathematical Optimization Society, Society for Industrial and Applied Mathematics
Place of Publication:Philadelphia
Language:eng
Publication Date:©2012.

The Physical Object

Description:1 online resource (xv, 353 pages) : : illustrations.

Edition Identifiers

ISBN:9781611972153, 1611972159
oclc:ocn778808483
LC Classification:QA402.5
Dewey Decimal:515/.642

Preface -- ch. 1. Introduction -- ch. 2. Existence, convexities, and convexification -- ch. 3. Semi-differentiability, differentiability, continuity, and convexities -- ch. 4. Optimality conditions -- ch. 5. Constrained differentiable optimization -- Appendix A. Inverse and implicit function theorems -- Appendix B. Answers to exercises -- Elements of bibliography -- Index of notation -- Index.

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