Convex Analysis
Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University
Chapter Chapter 10 in Linear Programming, 2020, pp 159-169 from Springer
Abstract:
Abstract This book is mostly about linear programming. However, this subject, important as it is, is just a subset of a larger subject called convex analysis. In this chapter, we shall give a brief introduction to this broader subject. In particular, we shall prove a few of the fundamental results of convex analysis and see that their proofs depend on some of the theory of linear programming that we have already developed.
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-030-39415-8_10
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DOI: 10.1007/978-3-030-39415-8_10
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