Undergraduate Convexity: From Fourier And Motzkin To Kuhn And Tucker
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A01=Niels Lauritzen
Author_Niels Lauritzen
Category=PBMH
Convex Sets
Covex Functions
eq_isMigrated=1
eq_isMigrated=2
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Fourier-Motzkin Eliminination
FourierAcAEURA"Motzkin Eliminination
Fourier–Motzkin Eliminination
Karush-Kuhn-Tucker Conditions
KarushAcAEURA"KuhnAcAEURA"Tucker Conditions
Karush–Kuhn–Tucker Conditions
Quadratic Optimization
Product details
- ISBN 9789814452762
- Publication Date: 06 May 2013
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Paperback
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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. Study Guide here
