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Fundamentals of Convex Analysis

Jean-Baptiste Hiriart-Urruty, Claude Lemaréchal (Autoren)

Buch | Softcover

X, 259 Seiten

2001 | 2001
Springer Berlin (Verlag)
978-3-540-42205-1 (ISBN)

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This book is an abridged version of our two-volume opus Convex Analysis and Minimization Algorithms [18], about which we have received very positive feedback from users, readers, lecturers ever since it was published - by Springer-Verlag in 1993. Its pedagogical qualities were particularly appreciated, in the combination with a rather advanced technical material. Now [18] hasa dual but clearly defined nature: - an introduction to the basic concepts in convex analysis, - a study of convex minimization problems (with an emphasis on numerical al- rithms), and insists on their mutual interpenetration. It is our feeling that the above basic introduction is much needed in the scientific community. This is the motivation for the present edition, our intention being to create a tool useful to teach convex anal ysis. We have thus extracted from [18] its "backbone" devoted to convex analysis, namely ChapsIII-VI and X. Apart from some local improvements, the present text is mostly a copy of thecorresponding chapters. The main difference is that we have deleted material deemed too advanced for an introduction, or too closely attached to numerical algorithms. Further, we have included exercises, whose degree of difficulty is suggested by 0, I or 2 stars *. Finally, the index has been considerably enriched. Just as in [18], each chapter is presented as a "lesson", in the sense of our old masters, treating of a given subject in its entirety.

Introduction: Notation, Elementary Results.- Convex Sets: Generalities; Convex Sets Attached to a Convex Set; Projection onto Closed Convex Sets; Separation and Applications; Conical Approximations of Convex Sets.- Convex Functions: Basic Definitions and Examples; Functional Operations Preserving Convexity; Local and Global Behaviour of a Convex Function; First- and Second-Order Differentiation.- Sublinearity and Support Functions: Sublinear Functions; The Support Function of a Nonempty Set; Correspondence Between Convex Sets and Sublinear Functions.- Subdifferentials of Finite Convex Functions: The Subdifferential: Definitions and Interpretations; Local Properties of the Subdifferential; First Examples; Calculus Rules with Subdifferentials; Further Examples; The Subdifferential as a Multifunction.- Conjugacy in Convex Analysis: The Convex Conjugate of a Function; Calculus Rules on the Conjugacy Operation; Various Examples; Differentiability of a Conjugate Function.

lt;p>From the reviews of the first edition:

"...This book is an abridged version of the book "Convex Analysis and Minimization Algorithms" (shortly CAMA) written in two volumes by the same authors... . The authors have extracted from CAMA Chapters III-VI and X, containing the fundamentals of convex analysis, deleting material seemed too advanced for an introduction, or too closely attached to numerical algorithms. Each Chapter is presented as a "lesson" treating a given subject in its entirety, completed by numerous examples and figures. So, this new version becomes a good book for learning and teaching of convex analysis in finite dimensions...."

S. Mititelu in "Zentralblatt für Mathematik und ihre Grenzgebiete", 2002

"I believe that the book under review will become the standard text doing much to implement the type of course Victor Klee was advocating and covering as it does the considerable recent development of the subject. ... If you are looking for a well-designed text for a course on convex analysis, preliminary to one on optimization or nonlinear analysis then this is the one which will certainly be a standard for many years." (John Giles, The Australian Mathematical Society Gazette, Vol. 29 (2), 2002)

Erscheint lt. Verlag	25.9.2001
Reihe/Serie	Grundlehren Text Editions
Zusatzinfo	X, 259 p.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	416 g
Themenwelt	Mathematik / Informatik ► Informatik ► Theorie / Studium
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Schlagworte	algorithms • Analysis • Continuity and Differentiation questions • Convex Analysis • Convex functions and convex programs in convex geometry • Functions of one variable • linear algebra • Mathematical Programming • nondifferentiable optimization • Nonsmooth Optimization • Numerical Algorithms • numerical methods in optimal control • Optimality conditions • Optimization
ISBN-10	3-540-42205-6 / 3540422056
ISBN-13	978-3-540-42205-1 / 9783540422051
Zustand	Neuware