Undergraduate Convexity

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    Undergraduate Convexity
    From Fourier and Motzkin to Kuhn and Tucker
    By: Niels Lauritzen
    Publisher:
    WSPC
    Print ISBN: 9789814452762, 9814452769
    eText ISBN: 9789814412537, 9814412538
    Pages: 300
    Format: EPUB
    Available from $ 36.00 USD
    SKU 9789814412537
    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.
    Contents:
    Fourier–Motzkin Elimination
    Affine Subspaces
    Convex Subsets
    Polyhedra
    Computations with Polyhedra
    Closed Convex Subsets and Separating Hyperplanes
    Convex Functions
    Differentiable Functions of Several Variables
    Convex Functions of Several Variables
    Convex Optimization
    Appendices:
    Analysis
    Linear (In)dependence and the Rank of a Matrix

    Readership: Undergraduates focusing on convexity and optimization.
     

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