Introduction to Optimization and Semidifferential Calculus

丛 书 名：MOS-SIAM Series on Optimization

作     者：M. C. Delfour 

I S B N：(纸本) 9781611972146 

出 版 社：Society for Industrial and Applied Mathematics 

出 版 年：2012年

主 题 词：optimization semidifferentiable calculus convex and differentiable programming 

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

馆 藏 号：201822928...

摘      要：This primarily undergraduate textbook focuses on finite-dimensional optimization. Readers will find: • an original and well integrated treatment of semidifferential calculus and optimization; • emphasis on the Hadamard subdifferential, introduced at the beginning of the 20th century and somewhat overlooked for many years, with references to original papers by Hadamard (1923) and Fréchet (1925); • fundamentals of convex analysis (convexification, Fenchel duality, linear and quadratic programming, two-person zero-sum games, Lagrange primal and dual problems, semiconvex and semiconcave functions); • complete definitions, theorems, and detailed proofs, even though it is not necessary to work through all of them; • commentaries that put the subject into historical perspective; • numerous examples and exercises throughout each chapter, and answers to the exercises provided in an appendix.