Convex analysis


Convex analysis

Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization, a subdomain of optimization theory.

See also

References

  • J.-B. Hiriart-Urruty; C. Lemaréchal (2001). Fundamentals of convex analysis. Berlin: Springer-Verlag. ISBN 978-3-540-42205-1. 
  • Rockafellar, R. Tyrrell (1997) [1970]. Convex Analysis. Princeton, NJ: Princeton University Press. ISBN 9780691015866. 
  • Singer, Ivan (1997). Abstract convex analysis. Canadian Mathematical Society series of monographs and advanced texts. New York: John Wiley & Sons, Inc.. pp. xxii+491. ISBN 0-471-16015-6. MR1461544. 
  • Stoer, J.; Witzgall, C. (1970). Convexity and optimization in finite dimensions. 1. Berlin: Springer. ISBN 978-0387048352. 
  • Zălinescu, C.. Convex analysis in general vector spaces. World Scientific Publishing  Co., Inc. pp. xx+367. ISBN 981-238-067-1. MR1921556.