Convex Analysis and Minimization Algorithms I

Download or read book Convex Analysis and Minimization Algorithms I written by Jean-Baptiste Hiriart-Urruty and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex Analysis may be considered as a refinement of standard calculus, with equalities and approximations replaced by inequalities. As such, it can easily be integrated into a graduate study curriculum. Minimization algorithms, more specifically those adapted to non-differentiable functions, provide an immediate application of convex analysis to various fields related to optimization and operations research. These two topics making up the title of the book, reflect the two origins of the authors, who belong respectively to the academic world and to that of applications. Part I can be used as an introductory textbook (as a basis for courses, or for self-study); Part II continues this at a higher technical level and is addressed more to specialists, collecting results that so far have not appeared in books.