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1. Conjugate Duality and Optimization

Society for Industrial and Applied Mathematics eBooksPublished 1 January 1974
R. T. Rockafellar
Citations898

Abstract

1. The role of convexity and duality. In most situations involving optimization there is a great deal of mathematical structure to work with. However, in order to get to the fundamentals, it is convenient for us to begin by considering only the following abstract optimization problem: minimize ƒ(x) for x ∈ C, where C is a subset of a real linear space X, and ƒ:C → [−∞, +∞].

Keywords

Computer ScienceMathematics