By R. T Rockafellar
Offers a comparatively short advent to conjugate duality in either finite- and infinite-dimensional difficulties. An emphasis is put on the elemental significance of the thoughts of Lagrangian functionality, saddle-point, and saddle-value. common examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of adaptations, and optimum keep an eye on
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Conjugate duality and optimization by R. T Rockafellar