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.
where is the relating the primal and dual problems and is the biconjugate of ;
perturbation function
the primal problem is a ;
linear optimization problem
Convexity in economics
Non-convexity (economics)
List of convexity topics
– German mathematicianPages displaying wikidata descriptions as a fallback
Werner Fenchel
; Combettes, Patrick L. (28 February 2017). Convex Analysis and Monotone Operator Theory in Hilbert Spaces. CMS Books in Mathematics. Springer Science & Business Media. ISBN 978-3-319-48311-5. OCLC 1037059594.
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Boyd, Stephen
; Lemaréchal, C. (2001). Fundamentals of convex analysis. Berlin: Springer-Verlag. ISBN 978-3-540-42205-1.
Hiriart-Urruty, J.-B.
Kusraev, A.G.; (1995). Subdifferentials: Theory and Applications. Dordrecht: Kluwer Academic Publishers. ISBN 978-94-011-0265-0.
Kutateladze, Semen Samsonovich
; Wets, Roger J.-B. (26 June 2009). Variational Analysis. Grundlehren der mathematischen Wissenschaften. Vol. 317. Berlin New York: Springer Science & Business Media. ISBN 9783642024313. OCLC 883392544.
Rockafellar, R. Tyrrell
(1991). Functional Analysis. International Series in Pure and Applied Mathematics. Vol. 8 (Second ed.). New York, NY: McGraw-Hill Science/Engineering/Math. ISBN 978-0-07-054236-5. OCLC 21163277.
Rudin, Walter
Singer, Ivan (1997). Abstract convex analysis. Canadian Mathematical Society series of monographs and advanced texts. New York: John Wiley & Sons, Inc. pp. xxii+491. 0-471-16015-6. MR 1461544.
ISBN
Stoer, J.; Witzgall, C. (1970). Convexity and optimization in finite dimensions. Vol. 1. Berlin: Springer. 978-0-387-04835-2.
ISBN
(30 July 2002). Convex Analysis in General Vector Spaces. River Edge, N.J. London: World Scientific Publishing. ISBN 978-981-4488-15-0. MR 1921556. OCLC 285163112 – via Internet Archive.