Convex Analysis and Variational Problems (Classics in Applied Mathematics, Series Number 28) 1st Edition by Ivar Ekeland (PDF)

Description

No one working in duality should be without a copy of Convex Analysis and Variational Problems. This book contains different developments of infinite dimensional convex programming in the context of convex analysis, including duality, minmax and Lagrangians, and convexification of nonconvex optimization problems in the calculus of variations (infinite dimension). It also includes the theory of convex duality applied to partial differential equations; no other reference presents this in a systematic way. The minmax theorems contained in this book have many useful applications, in particular the robust control of partial differential equations in finite time horizon. First published in English in 1976, this SIAM Classics in Applied Mathematics edition contains the original text along with a new preface and some additional references.

User’s Reviews

Editorial Reviews: Book Description This book contains different developments of infinite dimensional convex programming in the context of convex analysis. From the Publisher Practitioners of duality in such fields as mathematical economy, nonlinear programming, continuum mechanics (solids and fluids), mixed finite elements, and control theory will find this text indispensable. Analysts interested in partial differential equations will also find it useful. About the Author Ivar Ekeland is the Director of the Institute of Finance of the University of Paris at Dauphine and a member of the Norwegian Academy of Sciences. In 1996, he won the Grand Prix de l’Acadmie Royale des Sciences de Belgique. Roger Tmam is a Professor of Mathematics at the Universit of Paris-Orsay. He was awarded the Seymour Cray Prize in Numerical Simulation in 1989 and two prizes from the French Academy of Sciences in 1977 and in 1993, the Grand Prix Alexandre Joannides. He is a member of several professional organizations, including the American Mathematical Society, the American Physical Society, and the Society for Industrial and Applied Mathematics. Read more

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