Undergraduate Convexity

Download or read book Undergraduate Convexity written by Niels Lauritzen and published by World Scientific. This book was released on 2013 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 FourierOCoMotzkin 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 KarushOCoKuhnOCoTucker conditions, duality and an interior point algorithm.