Roberto Lucchetti

Convexity and Well-Posed Problems (eBook, PDF)

• Format: PDF

Produktbeschreibung

Intended for graduate students especially in mathematics, physics, and

economics, this book deals with the study of convex functions and of

their behavior from the point of view of stability with respect to

perturbations. The primary goal is the study of the problems of

stability and well-posedness, in the convex case. Stability means the

basic parameters of a minimum problem do not vary much if we slightly

change the initial data. Well-posedness means that points with values

close to the value of the problem must be close to actual solutions.

In studying this, one is naturally led to consider perturbations of

both functions and of sets.

The book includes a discussion of numerous topics, including:

* hypertopologies, ie, topologies on the closed subsets of a metric space;

* duality in linear programming problems, via cooperative game theory;

* the Hahn-Banach theorem, which is a fundamental tool for the study of convex functions;

* questions related to convergence of sets of nets;

* genericity and porosity results;

* algorithms for minimizing a convex function.

In order to facilitate use as a textbook, the author has included a

selection of examples and exercises, varying in degree of difficulty.

Robert Lucchetti is Professor of Mathematics at Politecnico di Milano. He has taught this material to graduate students at his own university, as well as the Catholic University of Brescia, and the University of Pavia.

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Produktdetails

• Verlag: Springer New York
• Seitenzahl: 305
• Erscheinungstermin: 2. Februar 2006
• Englisch
• ISBN-13: 9780387310824
• Artikelnr.: 43728560

Inhaltsangabe

Convex sets and convex functions: the fundamentals.- Continuity and ?(X).- The derivatives and the subdifferential.- Minima and quasi minima.- The Fenchel conjugate.- Duality.- Linear programming and game theory.- Hypertopologies, hyperconvergences.- Continuity of some operations between functions.- Well-posed problems.- Generic well-posedness.- More exercises.

Rezensionen

From the reviews: "In this book the author focuses on the study of convex functions and their properties under perturbations of data. In particular, he illustrates the ideas of stability and well-posedness and the connections between them. ... This book is intended for graduate students and researchers especially in mathematics, physics and economics; to facilitate its use as a textbook, the author has included many exercises and examples of different levels of difficulty." (Davide La Torre, Mathematical Reviews, Issue 2006 h) "This book studies convex functions in Banach spaces and the stable behavior under perturbations of the optimization problems associated to them. ... An interesting feature of the book is the inclusion of some topics, like elements of game theory, hypertopologies and genericity of well-posedness, not usually found in textbooks devoted to convexity and optimization. ... several useful examples, comments and remarks scattered throughout, and over 120 exercises of varying level difficulty. This book is suitable for graduate courses on convex optimization from a mathematical standpoint." (Tullio Zolezzi, Zentralblatt MATH, Vol. 1106 (8), 2007)