Undergraduate Convexity: From Fourier And Motzkin To Kuhn And Tucker

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    Undergraduate Convexity: From Fourier And Motzkin To Kuhn And Tucker
    By: Lauritzen Niels
    Publisher:
    World Scientific
    Print ISBN: 9789814412513, 9814412511
    eText ISBN: 9789814412520, 981441252X
    Format: PDF
    Available from $ 143.00 USD
    SKU 9789814412520
    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
     

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