Convex analysis

From Wikipedia, the free encyclopedia

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

[edit] See also

• List of convexity topics

[edit] References

• J.-B. Hiriart-Urruty, C. Lemaréchal, Fundamentals of convex analysis, Springer-Verlag, Berlin, 2001.

• R. T. Rockafellar, Convex analysis, Princeton Universty Press, Princeton, NJ, 1970. Reprint: 1997.

• J. Stoer, C. Witzgall, Convexity and optimization in finite dimensions. I, Springer, Berlin, 1970.