
Convex Analysis
Ralph Tyrell Rockafellar(Author)
Princeton University Press
Published on 21. February 1970
Book
Hardback
470 pages
978-0-691-08069-7 (ISBN)
Description
Available for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differentiability assumptions are replaced by convexity assumptions. The topics treated in this volume include: systems of inequalities, the minimum or maximum of a convex function over a convex set, Lagrange multipliers, minimax theorems and duality, as well as basic results about the structure of convex sets and the continuity and differentiability of convex functions and saddle- functions.
This book has firmly established a new and vital area not only for pure mathematics but also for applications to economics and engineering. A sound knowledge of linear algebra and introductory real analysis should provide readers with sufficient background for this book. There is also a guide for the reader who may be using the book as an introduction, indicating which parts are essential and which may be skipped on a first reading.
This book has firmly established a new and vital area not only for pure mathematics but also for applications to economics and engineering. A sound knowledge of linear algebra and introductory real analysis should provide readers with sufficient background for this book. There is also a guide for the reader who may be using the book as an introduction, indicating which parts are essential and which may be skipped on a first reading.
Reviews / Votes
"This book should remain for some years as the standard reference for anyone interested in convex analysis."---J. D. Pryce, Edinburgh Mathematical SocietyMore details
Series
Language
English
Place of publication
New Jersey
United States
Target group
College/higher education
Professional and scholarly
Product notice
Trade binding
Weight
794 gr
ISBN-13
978-0-691-08069-7 (9780691080697)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

E-Book
09/2015
1st Edition
Princeton University Press
€122.99
Available for download
Person
R. Tyrrell Rockafellar is Professor of Mathematics and Applied Mathematics at the University of Washington-Seattle. For his work in convex analysis and optimization, he was awarded the Dantzig Prize by the Society for Industrial and Applied Mathematics and the Mathematical Programming Society.