Undergraduate Convexity: Problems And Solutions

Undergraduate Convexity: Problems And Solutions PDF Author: Mikkel Slot Nielsen
Publisher: World Scientific Publishing Company
ISBN: 9813143665
Category : Mathematics
Languages : en
Pages : 195

Get Book Here

Book Description
This solutions manual thoroughly goes through the exercises found in Undergraduate Convexity: From Fourier and Motzkin to Kuhn and Tucker. Several solutions are accompanied by detailed illustrations and intuitive explanations. This book will pave the way for students to easily grasp the multitude of solution methods and aspects of convex sets and convex functions. Companion Textbook here

Undergraduate Convexity: Problems And Solutions

Undergraduate Convexity: Problems And Solutions PDF Author: Mikkel Slot Nielsen
Publisher: World Scientific Publishing Company
ISBN: 9813143665
Category : Mathematics
Languages : en
Pages : 195

Get Book Here

Book Description
This solutions manual thoroughly goes through the exercises found in Undergraduate Convexity: From Fourier and Motzkin to Kuhn and Tucker. Several solutions are accompanied by detailed illustrations and intuitive explanations. This book will pave the way for students to easily grasp the multitude of solution methods and aspects of convex sets and convex functions. Companion Textbook here

Undergraduate Convexity

Undergraduate Convexity PDF Author: Niels Lauritzen
Publisher: World Scientific
ISBN: 981441252X
Category : Mathematics
Languages : en
Pages : 298

Get Book Here

Book Description
Based on undergraduate teaching to students in computer science, economics and mathematics at Aarhus University, this is an elementary introduction to convex sets and convex functions with emphasis on concrete computations and examples.Starting from linear inequalities and FourierOCoMotzkin elimination, the theory is developed by introducing polyhedra, the double description method and the simplex algorithm, closed convex subsets, convex functions of one and several variables ending with a chapter on convex optimization with the KarushOCoKuhnOCoTucker conditions, duality and an interior point algorithm.

Convex Optimization

Convex Optimization PDF Author: Stephen P. Boyd
Publisher: Cambridge University Press
ISBN: 9780521833783
Category : Business & Economics
Languages : en
Pages : 744

Get Book Here

Book Description
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Problems and Solutions for Undergraduate Analysis

Problems and Solutions for Undergraduate Analysis PDF Author: Rami Shakarchi
Publisher: Springer Science & Business Media
ISBN: 1461217385
Category : Mathematics
Languages : en
Pages : 369

Get Book Here

Book Description
The present volume contains all the exercises and their solutions for Lang's second edition of Undergraduate Analysis. The wide variety of exercises, which range from computational to more conceptual and which are of vary ing difficulty, cover the following subjects and more: real numbers, limits, continuous functions, differentiation and elementary integration, normed vector spaces, compactness, series, integration in one variable, improper integrals, convolutions, Fourier series and the Fourier integral, functions in n-space, derivatives in vector spaces, the inverse and implicit mapping theorem, ordinary differential equations, multiple integrals, and differential forms. My objective is to offer those learning and teaching analysis at the undergraduate level a large number of completed exercises and I hope that this book, which contains over 600 exercises covering the topics mentioned above, will achieve my goal. The exercises are an integral part of Lang's book and I encourage the reader to work through all of them. In some cases, the problems in the beginning chapters are used in later ones, for example, in Chapter IV when one constructs-bump functions, which are used to smooth out singulari ties, and prove that the space of functions is dense in the space of regu lated maps. The numbering of the problems is as follows. Exercise IX. 5. 7 indicates Exercise 7, §5, of Chapter IX. Acknowledgments I am grateful to Serge Lang for his help and enthusiasm in this project, as well as for teaching me mathematics (and much more) with so much generosity and patience.

Variational Calculus and Optimal Control

Variational Calculus and Optimal Control PDF Author: John L. Troutman
Publisher: Springer Science & Business Media
ISBN: 1461207371
Category : Mathematics
Languages : en
Pages : 471

Get Book Here

Book Description
An introduction to the variational methods used to formulate and solve mathematical and physical problems, allowing the reader an insight into the systematic use of elementary (partial) convexity of differentiable functions in Euclidian space. By helping students directly characterize the solutions for many minimization problems, the text serves as a prelude to the field theory for sufficiency, laying as it does the groundwork for further explorations in mathematics, physics, mechanical and electrical engineering, as well as computer science.

Convex Analysis and Optimization

Convex Analysis and Optimization PDF Author: Dimitri Bertsekas
Publisher: Athena Scientific
ISBN: 1886529450
Category : Mathematics
Languages : en
Pages : 560

Get Book Here

Book Description
A uniquely pedagogical, insightful, and rigorous treatment of the analytical/geometrical foundations of optimization. The book provides a comprehensive development of convexity theory, and its rich applications in optimization, including duality, minimax/saddle point theory, Lagrange multipliers, and Lagrangian relaxation/nondifferentiable optimization. It is an excellent supplement to several of our books: Convex Optimization Theory (Athena Scientific, 2009), Convex Optimization Algorithms (Athena Scientific, 2015), Nonlinear Programming (Athena Scientific, 2016), Network Optimization (Athena Scientific, 1998), and Introduction to Linear Optimization (Athena Scientific, 1997). Aside from a thorough account of convex analysis and optimization, the book aims to restructure the theory of the subject, by introducing several novel unifying lines of analysis, including: 1) A unified development of minimax theory and constrained optimization duality as special cases of duality between two simple geometrical problems. 2) A unified development of conditions for existence of solutions of convex optimization problems, conditions for the minimax equality to hold, and conditions for the absence of a duality gap in constrained optimization. 3) A unification of the major constraint qualifications allowing the use of Lagrange multipliers for nonconvex constrained optimization, using the notion of constraint pseudonormality and an enhanced form of the Fritz John necessary optimality conditions. Among its features the book: a) Develops rigorously and comprehensively the theory of convex sets and functions, in the classical tradition of Fenchel and Rockafellar b) Provides a geometric, highly visual treatment of convex and nonconvex optimization problems, including existence of solutions, optimality conditions, Lagrange multipliers, and duality c) Includes an insightful and comprehensive presentation of minimax theory and zero sum games, and its connection with duality d) Describes dual optimization, the associated computational methods, including the novel incremental subgradient methods, and applications in linear, quadratic, and integer programming e) Contains many examples, illustrations, and exercises with complete solutions (about 200 pages) posted at the publisher's web site http://www.athenasc.com/convexity.html

A Primer for Undergraduate Research

A Primer for Undergraduate Research PDF Author: Aaron Wootton
Publisher: Birkhäuser
ISBN: 3319660659
Category : Mathematics
Languages : en
Pages : 314

Get Book Here

Book Description
This highly readable book aims to ease the many challenges of starting undergraduate research. It accomplishes this by presenting a diverse series of self-contained, accessible articles which include specific open problems and prepare the reader to tackle them with ample background material and references. Each article also contains a carefully selected bibliography for further reading. The content spans the breadth of mathematics, including many topics that are not normally addressed by the undergraduate curriculum (such as matroid theory, mathematical biology, and operations research), yet have few enough prerequisites that the interested student can start exploring them under the guidance of a faculty member. Whether trying to start an undergraduate thesis, embarking on a summer REU, or preparing for graduate school, this book is appropriate for a variety of students and the faculty who guide them.

Algorithms for Convex Optimization

Algorithms for Convex Optimization PDF Author: Nisheeth K. Vishnoi
Publisher: Cambridge University Press
ISBN: 1108633994
Category : Computers
Languages : en
Pages : 314

Get Book Here

Book Description
In the last few years, Algorithms for Convex Optimization have revolutionized algorithm design, both for discrete and continuous optimization problems. For problems like maximum flow, maximum matching, and submodular function minimization, the fastest algorithms involve essential methods such as gradient descent, mirror descent, interior point methods, and ellipsoid methods. The goal of this self-contained book is to enable researchers and professionals in computer science, data science, and machine learning to gain an in-depth understanding of these algorithms. The text emphasizes how to derive key algorithms for convex optimization from first principles and how to establish precise running time bounds. This modern text explains the success of these algorithms in problems of discrete optimization, as well as how these methods have significantly pushed the state of the art of convex optimization itself.

Convex Optimization Theory

Convex Optimization Theory PDF Author: Dimitri Bertsekas
Publisher: Athena Scientific
ISBN: 1886529310
Category : Mathematics
Languages : en
Pages : 256

Get Book Here

Book Description
An insightful, concise, and rigorous treatment of the basic theory of convex sets and functions in finite dimensions, and the analytical/geometrical foundations of convex optimization and duality theory. Convexity theory is first developed in a simple accessible manner, using easily visualized proofs. Then the focus shifts to a transparent geometrical line of analysis to develop the fundamental duality between descriptions of convex functions in terms of points, and in terms of hyperplanes. Finally, convexity theory and abstract duality are applied to problems of constrained optimization, Fenchel and conic duality, and game theory to develop the sharpest possible duality results within a highly visual geometric framework. This on-line version of the book, includes an extensive set of theoretical problems with detailed high-quality solutions, which significantly extend the range and value of the book. The book may be used as a text for a theoretical convex optimization course; the author has taught several variants of such a course at MIT and elsewhere over the last ten years. It may also be used as a supplementary source for nonlinear programming classes, and as a theoretical foundation for classes focused on convex optimization models (rather than theory). It is an excellent supplement to several of our books: Convex Optimization Algorithms (Athena Scientific, 2015), Nonlinear Programming (Athena Scientific, 2017), Network Optimization(Athena Scientific, 1998), Introduction to Linear Optimization (Athena Scientific, 1997), and Network Flows and Monotropic Optimization (Athena Scientific, 1998).

Linear and Convex Optimization

Linear and Convex Optimization PDF Author: Michael H. Veatch
Publisher: John Wiley & Sons
ISBN: 1119664020
Category : Mathematics
Languages : en
Pages : 384

Get Book Here

Book Description
Discover the practical impacts of current methods of optimization with this approachable, one-stop resource Linear and Convex Optimization: A Mathematical Approach delivers a concise and unified treatment of optimization with a focus on developing insights in problem structure, modeling, and algorithms. Convex optimization problems are covered in detail because of their many applications and the fast algorithms that have been developed to solve them. Experienced researcher and undergraduate teacher Mike Veatch presents the main algorithms used in linear, integer, and convex optimization in a mathematical style with an emphasis on what makes a class of problems practically solvable and developing insight into algorithms geometrically. Principles of algorithm design and the speed of algorithms are discussed in detail, requiring no background in algorithms. The book offers a breadth of recent applications to demonstrate the many areas in which optimization is successfully and frequently used, while the process of formulating optimization problems is addressed throughout. Linear and Convex Optimization contains a wide variety of features, including: Coverage of current methods in optimization in a style and level that remains appealing and accessible for mathematically trained undergraduates Enhanced insights into a few algorithms, instead of presenting many algorithms in cursory fashion An emphasis on the formulation of large, data-driven optimization problems Inclusion of linear, integer, and convex optimization, covering many practically solvable problems using algorithms that share many of the same concepts Presentation of a broad range of applications to fields like online marketing, disaster response, humanitarian development, public sector planning, health delivery, manufacturing, and supply chain management Ideal for upper level undergraduate mathematics majors with an interest in practical applications of mathematics, this book will also appeal to business, economics, computer science, and operations research majors with at least two years of mathematics training.