Convex Analysis and Minimization Algorithms I: Fundamentals by Jean-Baptiste Hiriart-Urruty,Claude Lemarechal

By Jean-Baptiste Hiriart-Urruty,Claude Lemarechal

Convex research might be regarded as a refinement of normal calculus, with equalities and approximations changed through inequalities. As such, it will probably simply be built-in right into a graduate examine curriculum. Minimization algorithms, extra in particular these tailored to non-differentiable capabilities, offer a right away program of convex research to numerous fields concerning optimization and operations examine. those themes making up the name of the booklet, replicate the 2 origins of the authors, who belong respectively to the educational global and to that of purposes. half i will be used as an introductory textbook (as a foundation for classes, or for self-study); half II keeps this at a better technical point and is addressed extra to experts, amassing effects that to this point haven't seemed in books.

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