Convex Analysis for Optimization (eBook, PDF)
Jan Brinkhuis
eBook, PDF

Convex Analysis for Optimization (eBook, PDF)

A Unified Approach

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This textbook offers graduate students a concise introduction to the classic notions of convex optimization. Written in a highly accessible style and including numerous examples and illustrations, it presents everything readers need to know about convexity and convex optimization.The book introduces a systematic three-step method for doing everything, which can be summarized as "conify, work, deconify". It starts with the concept of convex sets, their primal description, constructions, topological properties and dual description, and then moves on to convex functions and the fundamental princi...

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