Transcription of Convex Theory Preface - MIT
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Convex Theory Preface - MIT
Convex Optimization Theory Dimitri P. Bertsekas Massachusetts Institute of Technology WWW site for book information and orders Athena Scientific, Belmont, Massachusetts Athena Scientific Post O ce Box 805. Nashua, NH 03061-0805. Email: WWW: c 2009 Dimitri P. Bertsekas All rights reserved. No part of this book may be reproduced in any form by any electronic or mechanical means (including photocopying, recording, or information storage and retrieval) without permission in writing from the publisher. Publisher's Cataloging-in-Publication Data Bertsekas, Dimitri P. Convex Optimization Theory Includes bibliographical references and index 1. Nonlinear Programming 2. Mathematical Optimization. I. Title. 2009 Library of Congress Control Number: 2002092168. ISBN-10: 1-886529-31-0, ISBN-13: 978-1-886529-31-1. Contents 1. Basic Concepts of Convex Analysis .. p. 1. Convex Sets and Functions.
It covers basic algebraic concepts such as convex hulls and hyperplanes, and topological concepts such as relative interior, closure, preservation of closedness under linear transformations, and hyperplane separation. In addition, it developssubjects ofspecialinterestin duality and optimization, such as recession cones and conjugate functions.
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