凸分析与优化

前言

　　本书针对最优化问题介绍凸分析方法。第1章介绍凸集、凸函数、上境图、凸包、仿射包、相对内点、回收锥等凸分析的基本概念及其相关性质；第2章讨论凸性在最优化问题中的基本作用，介绍最优解集的存在性定理、投影定理、凸集分离定理、极小公共点与极大交叉点对偶问题以及一般性的极小极大定理和鞍点定理；第3章讨论凸集为多面体的情况，介绍线性Farkas引理、凸多面体的Minkowski Weyl表示定理、线性规划的基本定理、凸多面体的极小极大定理以及非线性Farkas引理；第4章介绍方向导数、次梯度、次微分、切锥、法锥等基本概念及其相关性质，给出Danskin定理和抽象可行集描述的约束优化问题最优性条件；第5章讨论由抽..

内容概要

Dimitri P.Bertsekas，美国国家工程院院士，麻省理工学院（MIT）McAfee教授。

书籍目录

1. Basic Convexity Concepts  1.1. Linear Algebra and Real Analysis    1.1.1. Vectors and Matrices    1.1.2. Topological Properties    1.1.3. Square Matrices    1.1.4. Derivatives  1.2. Convex Sets and Functions  1.3. Convex and Affine Hulls  1.4. Relative Interior, Closure, and Continuity  1.5. Recession Cones    1.5.1. Nonemptiness of Intersections of Closed Sets    1.5.2. Closedness Under Linear Transformations  1.6. Notes, Sources, and Exercises2. Convexity and Optimization  2.1. Global and Local Minima  2.2. The Projection Theorem  2.3. Directions of Recession and Existence of Optimal Solutions    2.3.1. Existence of Solutions of Convex Programs    2.3.2. Unbounded Optimal Solution Sets    2.3.3. Partial Minimization of Convex Functions  2.4. Hyperplanes  2.5. An Elementary Form of Duality    2.5.1. Nonvertical Hyperplanes    2.5.2. Min Common/Max Crossing Duality  2.6. Saddle Point and Minimax Theory    2.6.1. Min Common/Max Crossing Framework for Minimax    2.6.2. Minimax Theorems    2.6.3. Saddle Point Theorems  2.7. Notes, Sources, and Exercises3. Polyhedral Convexity  3.1. Polar Cones  3.2. Polyhedral Cones and Polyhedral Sets    3.2.1. Farkas' Lemma and Minkowski-Weyl Theorem    3.2.2. Polyhedral Sets    3.2.3. Polyhedral Functions  3.3. Extreme Points    3.3.1. Extreme Points of Polyhedral Sets  3.4. Polyhedral Aspects of Optimization    3.4.1. Linear Programming    3.4.2. Integer Programming  3.5. Polyhedral Aspects of Duality    3.5.1. Polyhedral Proper Separation    3.5.2. Min Common/Max Crossing Duality    3.5.3. Minimax Theory Under Polyhedral Assumptions    3.5.4. A Nonlinear Version of Farkas' Lemma     3.5.5. Convex Programming  3.6. Notes, Sources, and Exercises4. Subgradients and Constrained Optimization   4.1. Directional Derivatives  4.2. Subgradients and Subdifferentials  4.3. e-Subgradients  4.4. Subgradients of Extended Real-Valued Functions   4.5. Directional Derivative of the Max Function  4.6. Conical Approximations  4.7. Optimality Conditions  4.8. Notes, Sources, and Exercises5. Lagrange Multipliers  5.1. Introduction to Lagrange Multipliers  5.2. Enhanced Fritz John Optimality Conditions  5.3. Informative Lagrange Multipliers    5.3.1. Sensitivity    5.3.2. Alternative Lagrange Multipliers  5.4. Pseudonormality and Constraint Qualifications   5.5. Exact Penalty Functions  5.6. Using the Extended Representation  5.7. Extensions Under Convexity Assumptions  5.8. Notes, Sonrces, and Exercises6. Lagrangian Duality  6.1. Geometric Multipliers  6.2. Duality Theory  6.3. Linear and Quadratic Programming Duality  6.4. Existence of Geometric Multipliers    6.4.1. Convex Cost Linear Constraints    6.4.2. Convex Cost Convex Constraints  6.5. Strong Duality and the Primal Function    6.5.1. Duality Gap and the Primal Function    6.5.2. Conditions for No Duality Gap    6.5.3. Subgradients of the Primal Function    6.5.4. Sensitivity Analysis  6.6. Fritz John Conditions when there is no Optimal Solution    6.6.1. Enhanced Fritz John Conditions    6.6.2. Informative Geometric Multipliers  6.7. Notes, Sources, and Exercises7. Conjugate Duality  7.1. Conjugate Functions  7.2. Fenchel Duality Theorems    7.2.1. Connection of Fenchel Duality and Minimax Theory    7.2.2. Conic Duality  7.3. Exact Penalty Functions  7.4. Notes, Sources, and Exercises8. Dual Computational Methods  8.1. Dual Derivatives and Subgradients  8.2. Subgradient Methods    8.2.1. Analysis of Subgradient Methods    8.2.2. Subgradient Methods with Randomization  8.3. Cutting Plane Methods  8.4. Ascent Methods  8.5. Notes, Sources, and ExercisesReferencesIndex

作者简介

阅读《凸分析与优化》仅需要线性代数和数学分析的基本知识。通过学习《凸分析与优化》，可以了解凸分析和优化领域的主要结果，掌握有关理论的本质内容，提高分析和解决最优化问题的能力。因此，所有涉足最优化与系统分析领域的理论研究人员和实际工作者均可从学习或阅读《凸分析与优化》中获得益处。此外，《凸分析与优化》也可用作高年级大学生或研究生学习凸分析方法和最优化理论的教材或辅助材料。

图书封面

---

 凸分析与优化下载 更多精彩书评

---