Elementary Convexity with Optimization

Elementary Convexity with Optimization

Author: Vivek S. Borkar

Publisher: Springer Nature

Published: 2023-06-26

Total Pages: 148

ISBN-13: 9819916526

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This book develops the concepts of fundamental convex analysis and optimization by using advanced calculus and real analysis. Brief accounts of advanced calculus and real analysis are included within the book. The emphasis is on building a geometric intuition for the subject, which is aided further by supporting figures. Two distinguishing features of this book are the use of elementary alternative proofs of many results and an eclectic collection of useful concepts from optimization and convexity often needed by researchers in optimization, game theory, control theory, and mathematical economics. A full chapter on optimization algorithms gives an overview of the field, touching upon many current themes. The book is useful to advanced undergraduate and graduate students as well as researchers in the fields mentioned above and in various engineering disciplines.


Book Synopsis Elementary Convexity with Optimization by : Vivek S. Borkar

Download or read book Elementary Convexity with Optimization written by Vivek S. Borkar and published by Springer Nature. This book was released on 2023-06-26 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the concepts of fundamental convex analysis and optimization by using advanced calculus and real analysis. Brief accounts of advanced calculus and real analysis are included within the book. The emphasis is on building a geometric intuition for the subject, which is aided further by supporting figures. Two distinguishing features of this book are the use of elementary alternative proofs of many results and an eclectic collection of useful concepts from optimization and convexity often needed by researchers in optimization, game theory, control theory, and mathematical economics. A full chapter on optimization algorithms gives an overview of the field, touching upon many current themes. The book is useful to advanced undergraduate and graduate students as well as researchers in the fields mentioned above and in various engineering disciplines.

Variational Calculus with Elementary Convexity

Variational Calculus with Elementary Convexity

Author: J.L. Troutman

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 373

ISBN-13: 1468401580

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The calculus of variations, whose origins can be traced to the works of Aristotle and Zenodoros, is now Ii vast repository supplying fundamental tools of exploration not only to the mathematician, but-as evidenced by current literature-also to those in most branches of science in which mathematics is applied. (Indeed, the macroscopic statements afforded by variational principles may provide the only valid mathematical formulation of many physical laws. ) As such, it retains the spirit of natural philosophy common to most mathematical investigations prior to this century. How ever, it is a discipline in which a single symbol (b) has at times been assigned almost mystical powers of operation and discernment, not readily subsumed into the formal structures of modern mathematics. And it is a field for which it is generally supposed that most questions motivating interest in the subject will probably not be answerable at the introductory level of their formulation. In earlier articles,1,2 it was shown through several examples that a complete characterization of the solution of optimization problems may be available by elementary methods, and it is the purpose of this work to explore further the convexity which underlay these individual successes in the context of a full introductory treatment of the theory of the variational calculus. The required convexity is that determined through Gateaux variations, which can be defined in any real linear space and which provide an unambiguous foundation for the theory.


Book Synopsis Variational Calculus with Elementary Convexity by : J.L. Troutman

Download or read book Variational Calculus with Elementary Convexity written by J.L. Troutman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: The calculus of variations, whose origins can be traced to the works of Aristotle and Zenodoros, is now Ii vast repository supplying fundamental tools of exploration not only to the mathematician, but-as evidenced by current literature-also to those in most branches of science in which mathematics is applied. (Indeed, the macroscopic statements afforded by variational principles may provide the only valid mathematical formulation of many physical laws. ) As such, it retains the spirit of natural philosophy common to most mathematical investigations prior to this century. How ever, it is a discipline in which a single symbol (b) has at times been assigned almost mystical powers of operation and discernment, not readily subsumed into the formal structures of modern mathematics. And it is a field for which it is generally supposed that most questions motivating interest in the subject will probably not be answerable at the introductory level of their formulation. In earlier articles,1,2 it was shown through several examples that a complete characterization of the solution of optimization problems may be available by elementary methods, and it is the purpose of this work to explore further the convexity which underlay these individual successes in the context of a full introductory treatment of the theory of the variational calculus. The required convexity is that determined through Gateaux variations, which can be defined in any real linear space and which provide an unambiguous foundation for the theory.

Variational Calculus and Optimal Control

Variational Calculus and Optimal Control

Author: John L. Troutman

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 471

ISBN-13: 1461207371

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An introduction to the variational methods used to formulate and solve mathematical and physical problems, allowing the reader an insight into the systematic use of elementary (partial) convexity of differentiable functions in Euclidian space. By helping students directly characterize the solutions for many minimization problems, the text serves as a prelude to the field theory for sufficiency, laying as it does the groundwork for further explorations in mathematics, physics, mechanical and electrical engineering, as well as computer science.


Book Synopsis Variational Calculus and Optimal Control by : John L. Troutman

Download or read book Variational Calculus and Optimal Control written by John L. Troutman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the variational methods used to formulate and solve mathematical and physical problems, allowing the reader an insight into the systematic use of elementary (partial) convexity of differentiable functions in Euclidian space. By helping students directly characterize the solutions for many minimization problems, the text serves as a prelude to the field theory for sufficiency, laying as it does the groundwork for further explorations in mathematics, physics, mechanical and electrical engineering, as well as computer science.

Convex Optimization

Convex Optimization

Author: Stephen P. Boyd

Publisher: Cambridge University Press

Published: 2004-03-08

Total Pages: 744

ISBN-13: 9780521833783

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Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.


Book Synopsis Convex Optimization by : Stephen P. Boyd

Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Convexity and Optimization in Finite Dimensions I

Convexity and Optimization in Finite Dimensions I

Author: Josef Stoer

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 306

ISBN-13: 3642462162

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Dantzig's development of linear programming into one of the most applicable optimization techniques has spread interest in the algebra of linear inequalities, the geometry of polyhedra, the topology of convex sets, and the analysis of convex functions. It is the goal of this volume to provide a synopsis of these topics, and thereby the theoretical back ground for the arithmetic of convex optimization to be treated in a sub sequent volume. The exposition of each chapter is essentially independent, and attempts to reflect a specific style of mathematical reasoning. The emphasis lies on linear and convex duality theory, as initiated by Gale, Kuhn and Tucker, Fenchel, and v. Neumann, because it represents the theoretical development whose impact on modern optimi zation techniques has been the most pronounced. Chapters 5 and 6 are devoted to two characteristic aspects of duality theory: conjugate functions or polarity on the one hand, and saddle points on the other. The Farkas lemma on linear inequalities and its generalizations, Motzkin's description of polyhedra, Minkowski's supporting plane theorem are indispensable elementary tools which are contained in chapters 1, 2 and 3, respectively. The treatment of extremal properties of polyhedra as well as of general convex sets is based on the far reaching work of Klee. Chapter 2 terminates with a description of Gale diagrams, a recently developed successful technique for exploring polyhedral structures.


Book Synopsis Convexity and Optimization in Finite Dimensions I by : Josef Stoer

Download or read book Convexity and Optimization in Finite Dimensions I written by Josef Stoer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dantzig's development of linear programming into one of the most applicable optimization techniques has spread interest in the algebra of linear inequalities, the geometry of polyhedra, the topology of convex sets, and the analysis of convex functions. It is the goal of this volume to provide a synopsis of these topics, and thereby the theoretical back ground for the arithmetic of convex optimization to be treated in a sub sequent volume. The exposition of each chapter is essentially independent, and attempts to reflect a specific style of mathematical reasoning. The emphasis lies on linear and convex duality theory, as initiated by Gale, Kuhn and Tucker, Fenchel, and v. Neumann, because it represents the theoretical development whose impact on modern optimi zation techniques has been the most pronounced. Chapters 5 and 6 are devoted to two characteristic aspects of duality theory: conjugate functions or polarity on the one hand, and saddle points on the other. The Farkas lemma on linear inequalities and its generalizations, Motzkin's description of polyhedra, Minkowski's supporting plane theorem are indispensable elementary tools which are contained in chapters 1, 2 and 3, respectively. The treatment of extremal properties of polyhedra as well as of general convex sets is based on the far reaching work of Klee. Chapter 2 terminates with a description of Gale diagrams, a recently developed successful technique for exploring polyhedral structures.

Generalized Convexity and Optimization

Generalized Convexity and Optimization

Author: Alberto Cambini

Publisher: Springer Science & Business Media

Published: 2008-10-14

Total Pages: 252

ISBN-13: 3540708766

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The authors have written a rigorous yet elementary and self-contained book to present, in a unified framework, generalized convex functions. The book also includes numerous exercises and two appendices which list the findings consulted.


Book Synopsis Generalized Convexity and Optimization by : Alberto Cambini

Download or read book Generalized Convexity and Optimization written by Alberto Cambini and published by Springer Science & Business Media. This book was released on 2008-10-14 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors have written a rigorous yet elementary and self-contained book to present, in a unified framework, generalized convex functions. The book also includes numerous exercises and two appendices which list the findings consulted.

Convexity and Optimization in Rn

Convexity and Optimization in Rn

Author: Leonard D. Berkovitz

Publisher: John Wiley & Sons

Published: 2003-04-14

Total Pages: 283

ISBN-13: 0471461660

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A comprehensive introduction to convexity and optimization inRn This book presents the mathematics of finite dimensionalconstrained optimization problems. It provides a basis for thefurther mathematical study of convexity, of more generaloptimization problems, and of numerical algorithms for the solutionof finite dimensional optimization problems. For readers who do nothave the requisite background in real analysis, the author providesa chapter covering this material. The text features abundantexercises and problems designed to lead the reader to a fundamentalunderstanding of the material. Convexity and Optimization in Rn provides detailed discussionof: * Requisite topics in real analysis * Convex sets * Convex functions * Optimization problems * Convex programming and duality * The simplex method A detailed bibliography is included for further study and an indexoffers quick reference. Suitable as a text for both graduate andundergraduate students in mathematics and engineering, thisaccessible text is written from extensively class-tested notes.


Book Synopsis Convexity and Optimization in Rn by : Leonard D. Berkovitz

Download or read book Convexity and Optimization in Rn written by Leonard D. Berkovitz and published by John Wiley & Sons. This book was released on 2003-04-14 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to convexity and optimization inRn This book presents the mathematics of finite dimensionalconstrained optimization problems. It provides a basis for thefurther mathematical study of convexity, of more generaloptimization problems, and of numerical algorithms for the solutionof finite dimensional optimization problems. For readers who do nothave the requisite background in real analysis, the author providesa chapter covering this material. The text features abundantexercises and problems designed to lead the reader to a fundamentalunderstanding of the material. Convexity and Optimization in Rn provides detailed discussionof: * Requisite topics in real analysis * Convex sets * Convex functions * Optimization problems * Convex programming and duality * The simplex method A detailed bibliography is included for further study and an indexoffers quick reference. Suitable as a text for both graduate andundergraduate students in mathematics and engineering, thisaccessible text is written from extensively class-tested notes.

Convex Functions and Optimization Methods on Riemannian Manifolds

Convex Functions and Optimization Methods on Riemannian Manifolds

Author: C. Udriste

Publisher: Springer Science & Business Media

Published: 2013-11-11

Total Pages: 365

ISBN-13: 9401583900

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The object of this book is to present the basic facts of convex functions, standard dynamical systems, descent numerical algorithms and some computer programs on Riemannian manifolds in a form suitable for applied mathematicians, scientists and engineers. It contains mathematical information on these subjects and applications distributed in seven chapters whose topics are close to my own areas of research: Metric properties of Riemannian manifolds, First and second variations of the p-energy of a curve; Convex functions on Riemannian manifolds; Geometric examples of convex functions; Flows, convexity and energies; Semidefinite Hessians and applications; Minimization of functions on Riemannian manifolds. All the numerical algorithms, computer programs and the appendices (Riemannian convexity of functions f:R ~ R, Descent methods on the Poincare plane, Descent methods on the sphere, Completeness and convexity on Finsler manifolds) constitute an attempt to make accesible to all users of this book some basic computational techniques and implementation of geometric structures. To further aid the readers,this book also contains a part of the folklore about Riemannian geometry, convex functions and dynamical systems because it is unfortunately "nowhere" to be found in the same context; existing textbooks on convex functions on Euclidean spaces or on dynamical systems do not mention what happens in Riemannian geometry, while the papers dealing with Riemannian manifolds usually avoid discussing elementary facts. Usually a convex function on a Riemannian manifold is a real valued function whose restriction to every geodesic arc is convex.


Book Synopsis Convex Functions and Optimization Methods on Riemannian Manifolds by : C. Udriste

Download or read book Convex Functions and Optimization Methods on Riemannian Manifolds written by C. Udriste and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: The object of this book is to present the basic facts of convex functions, standard dynamical systems, descent numerical algorithms and some computer programs on Riemannian manifolds in a form suitable for applied mathematicians, scientists and engineers. It contains mathematical information on these subjects and applications distributed in seven chapters whose topics are close to my own areas of research: Metric properties of Riemannian manifolds, First and second variations of the p-energy of a curve; Convex functions on Riemannian manifolds; Geometric examples of convex functions; Flows, convexity and energies; Semidefinite Hessians and applications; Minimization of functions on Riemannian manifolds. All the numerical algorithms, computer programs and the appendices (Riemannian convexity of functions f:R ~ R, Descent methods on the Poincare plane, Descent methods on the sphere, Completeness and convexity on Finsler manifolds) constitute an attempt to make accesible to all users of this book some basic computational techniques and implementation of geometric structures. To further aid the readers,this book also contains a part of the folklore about Riemannian geometry, convex functions and dynamical systems because it is unfortunately "nowhere" to be found in the same context; existing textbooks on convex functions on Euclidean spaces or on dynamical systems do not mention what happens in Riemannian geometry, while the papers dealing with Riemannian manifolds usually avoid discussing elementary facts. Usually a convex function on a Riemannian manifold is a real valued function whose restriction to every geodesic arc is convex.

Lectures on Modern Convex Optimization

Lectures on Modern Convex Optimization

Author: Aharon Ben-Tal

Publisher: SIAM

Published: 2001-01-01

Total Pages: 500

ISBN-13: 0898714915

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Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.


Book Synopsis Lectures on Modern Convex Optimization by : Aharon Ben-Tal

Download or read book Lectures on Modern Convex Optimization written by Aharon Ben-Tal and published by SIAM. This book was released on 2001-01-01 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Variational Calculus with Elementary Convexity

Variational Calculus with Elementary Convexity

Author: John L. Troutman

Publisher:

Published: 1996

Total Pages: 364

ISBN-13: 9785855010909

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Book Synopsis Variational Calculus with Elementary Convexity by : John L. Troutman

Download or read book Variational Calculus with Elementary Convexity written by John L. Troutman and published by . This book was released on 1996 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: