Related Books

Convexity and Duality in Optimization
Language: en
Pages: 151
Authors: Jacob Ponstein
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The analysis and optimization of convex functions have re ceived a great deal of attention during the last two decades. If we had to choose two key-words from t
Convex Duality and Financial Mathematics
Language: en
Pages: 162
Authors: Peter Carr
Categories: Mathematics
Type: BOOK - Published: 2018-07-18 - Publisher: Springer

DOWNLOAD EBOOK

This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems
Convex Optimization Theory
Language: en
Pages: 256
Authors: Dimitri Bertsekas
Categories: Mathematics
Type: BOOK - Published: 2009-06-01 - Publisher: Athena Scientific

DOWNLOAD EBOOK

An insightful, concise, and rigorous treatment of the basic theory of convex sets and functions in finite dimensions, and the analytical/geometrical foundations
Convex Analysis and Optimization
Language: en
Pages: 560
Authors: Dimitri Bertsekas
Categories: Mathematics
Type: BOOK - Published: 2003-03-01 - Publisher: Athena Scientific

DOWNLOAD EBOOK

A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. The book provides a comprehensive developm
Convex Optimization
Language: en
Pages: 744
Authors: Stephen P. Boyd
Categories: Business & Economics
Type: BOOK - Published: 2004-03-08 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how