Undergraduate Convexity: From Fourier and Motzkin to Kuhn and Tucker – Hardcover-Quality Guarantee

Description

by
Niels Lauritzen (Author)

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 from linear inequalities and Fourier-Motzkin elimination, the theory is developed by introducing polyhedra, the doublemethod 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

Front Jacket

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 doublemethod 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.

Number of Pages: 300Dimensions: 0.9 x 9.1 x 6.2 INIllustrated: YesPublication Date: March 11, 2013