Undergraduate Convexity: From Fourier and Motzkin to Kuhn and Tucker (BOK)

Niels Lauritzen

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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.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2013 Forfatter Niels Lauritzen
World Scientific Publishing UK
ISBN 9789814412513
Antall sider 230 Dimensjoner 15,7cm x 23,1cm x 2,3cm
Vekt 558 gram Leverandør Bertram Trading Ltd
Emner og form Euclidean geometry