Undergraduate convexity from Fourier and Motzkin to Kuhn and Tucker

1. Fourier-Motzkin elimination2. Affine subspaces -- 3. Convex subsets -- 4. Polyhedra -- 5. Computations with polyhedra -- 6. Closed convex subsets and separating hyperplanes -- 7. Convex functions -- 8. Differentiable functions of several variables -- 9. Convex functions of several variables -- 10...

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1. Verfasser: Lauritzen, Niels (VerfasserIn)
Weitere Verfasser: Fourier, Jean Baptiste Joseph (BerichterstatterIn), Motzkin, Theodore S. (BerichterstatterIn), Kuhn, Harold W. (BerichterstatterIn), Tucker, Albert W. (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: Singapore u.a. World Scientific 2013
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Zusammenfassung:1. Fourier-Motzkin elimination2. Affine subspaces -- 3. Convex subsets -- 4. Polyhedra -- 5. Computations with polyhedra -- 6. Closed convex subsets and separating hyperplanes -- 7. Convex functions -- 8. Differentiable functions of several variables -- 9. Convex functions of several variables -- 10. Convex optimization -- Appendices.
Based on undergraduate teaching to students in computer science, economics and mathematics at Aarhus University, this is an elementary introduction to convex sets and convex functions with emphasis on concrete computations and examples. Starting from linear inequalities and Fourier-Motzkin elimination, the theory is developed by introducing polyhedra, the double description method and the simplex algorithm, closed convex subsets, convex functions of one and several variables ending with a chapter on convex optimization with the Karush-Kuhn-Tucker conditions, duality and an interior point algorithm -- P. [4] of cover
Beschreibung:Includes bibliographical references (p. 273-275) and index
Beschreibung:XIV, 283 S.
Ill., graph. Darst.
24 cm
ISBN:9789814412513
978-981-4412-51-3
9789814452762
978-981-4452-76-2