Finite Dimensional Convexity and Optimization

The primary aim of this book is to present notions of convex analysis which constitute the basic underlying structure of argumentation in economic theory and which are common to optimization problems encountered in many applications. The intended readers are graduate students, and specialists of mat...

Full description

Bibliographic Details
Main Authors: Florenzano, Monique, Le Van, Cuong (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2001, 2001
Edition:1st ed. 2001
Series:Studies in Economic Theory
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
LEADER 03471nmm a2200373 u 4500
001 EB000665006
003 EBX01000000000000000518088
005 00000000000000.0
007 cr|||||||||||||||||||||
008 140122 ||| eng
020 |a 9783642565229 
100 1 |a Florenzano, Monique 
245 0 0 |a Finite Dimensional Convexity and Optimization  |h Elektronische Ressource  |c by Monique Florenzano, Cuong Le Van 
250 |a 1st ed. 2001 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 2001, 2001 
300 |a XII, 154 p  |b online resource 
505 0 |a 1. Convexity in ?n -- 1.1 Basic concepts -- 1.2. Topological properties of convex sets -- Exercises -- 2. Separation and Polarity -- 2.1 Separation of convex sets -- 2.2 Polars of convex sets and orthogonal subspaces -- Exercises -- 3. Extremal Structure of Convex Sets -- 3.1 Extreme points and faces of convex sets -- 3.2 Application to linear inequalities. Weyl’s theorem -- 3.3 Extreme points and extremal subsets of a polyhedral convex set -- Exercises -- 4. Linear Programming -- 4.1 Necessary and sufficient conditions of optimality -- 4.2 The duality theorem of linear programming -- 4.3 The simplex method -- Exercises -- 5. Convex Functions -- 5.1 Basic definitions and properties -- 5.2 Continuity theorems -- 5.3 Continuity properties of collections of convex functions -- Exercises -- 6. Differential Theory of Convex Functions -- 6.1 The Hahn-Banach dominated extension theorem -- 6.2 Sublinear functions -- 6.3 Support functions -- 6.4 Directional derivatives -- 6.5 Subgradients and subdifferential of a convex function -- 6.6 Differentiability of convex functions -- 6.7 Differential continuity for convex functions -- Exercises -- 7. Convex Optimization With Convex Constraints -- 7.1 The minimum of a convex function f: ?n ? ? -- 7.2 Kuhn-Tucker Conditions -- 7.3 Value function -- Exercises -- 8. Non Convex Optimization -- 8.1 Quasi-convex functions -- 8.2 Minimization of quasi-convex functions -- 8.3 Differentiate optimization -- Exercises -- A. Appendix -- A.1 Some preliminaries on topology -- A.2 The Mean value theorem -- A.3 The Local inversion theorem -- A.4 The implicit functions theorem 
653 |a Operations research 
653 |a Calculus of Variations and Optimization 
653 |a Quantitative Economics 
653 |a Applications of Mathematics 
653 |a Econometrics 
653 |a Mathematics 
653 |a Mathematical optimization 
653 |a Operations Research and Decision Theory 
653 |a Calculus of variations 
700 1 |a Le Van, Cuong  |e [author] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Studies in Economic Theory 
028 5 0 |a 10.1007/978-3-642-56522-9 
856 4 0 |u https://doi.org/10.1007/978-3-642-56522-9?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 519 
520 |a The primary aim of this book is to present notions of convex analysis which constitute the basic underlying structure of argumentation in economic theory and which are common to optimization problems encountered in many applications. The intended readers are graduate students, and specialists of mathematical programming whose research fields are applied mathematics and economics. The text consists of a systematic development in eight chapters, with guided exercises containing sometimes significant and useful additional results. The book is appropriate as a class text, or for self-study