Download or read book Lectures On Convex Sets Second Edition written by Valeriu Soltan and published by World Scientific. This book was released on 2019-11-28 with total page 611 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a self-contained and systematic treatment of algebraic and topological properties of convex sets in the n-dimensional Euclidean space. It benefits advanced undergraduate and graduate students with various majors in mathematics, optimization, and operations research. It may be adapted as a primary book or an additional text for any course in convex geometry or convex analysis, aimed at non-geometers. It can be a source for independent study and a reference book for researchers in academia.The second edition essentially extends and revises the original book. Every chapter is rewritten, with many new theorems, examples, problems, and bibliographical references included. It contains three new chapters and 100 additional problems with solutions.

Download or read book Lectures on Convex Sets written by Valeriu Soltan and published by World Scientific. This book was released on 2015-03-12 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic treatment of algebraic and topological properties of convex sets (possibly non-closed or unbounded) in the n-dimensional Euclidean space. Topics under consideration include general properties of convex sets and convex hulls, cones and conic hulls, polyhedral sets, the extreme structure, support and separation properties of convex sets. Lectures on Convex Sets is self-contained and unified in presentation. The book grew up out of various courses on geometry and convexity, taught by the author for more than a decade. It can be used as a textbook for graduate students and even ambitious undergraduates in mathematics, optimization, and operations research. It may also be viewed as a supplementary book for a course on convex geometry or convex analysis, or as a source for independent study of the subject, suitable for non-geometers. Contents:The Affine Structure of ℝnConvex SetsConvex HullsConvex Cones and Conic HullsRecession and Normal DirectionsSupport and Separation PropertiesThe Extreme Structure of Convex SetsThe Exposed Structure of Convex SetsPolyhedra Readership: Graduate students in mathematics, optimization and operations research. Key Features:The exposition is self-contained and detailed and provides multiple cross-references, which makes the book accessible to a very large audienceAn essential part of the text is adapted from various research articles, never presented before in a textbook formatThe book has a multidisciplinary character; it can be useful to specialists in geometry, convex analysis, operations research, and optimizationKeywords:Convex Set;Convex Hull;Cone;Support;Separation;Extreme;Exposed;Polyhedron

Download or read book Lectures on Convex Optimization written by Yurii Nesterov and published by Springer. This book was released on 2018-11-19 with total page 589 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive, modern introduction to convex optimization, a field that is becoming increasingly important in applied mathematics, economics and finance, engineering, and computer science, notably in data science and machine learning. Written by a leading expert in the field, this book includes recent advances in the algorithmic theory of convex optimization, naturally complementing the existing literature. It contains a unified and rigorous presentation of the acceleration techniques for minimization schemes of first- and second-order. It provides readers with a full treatment of the smoothing technique, which has tremendously extended the abilities of gradient-type methods. Several powerful approaches in structural optimization, including optimization in relative scale and polynomial-time interior-point methods, are also discussed in detail. Researchers in theoretical optimization as well as professionals working on optimization problems will find this book very useful. It presents many successful examples of how to develop very fast specialized minimization algorithms. Based on the author’s lectures, it can naturally serve as the basis for introductory and advanced courses in convex optimization for students in engineering, economics, computer science and mathematics.

Download or read book Lectures on Convex Geometry written by Daniel Hug and published by Springer Nature. This book was released on 2020-08-27 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a self-contained introduction to convex geometry in Euclidean space. After covering the basic concepts and results, it develops Brunn–Minkowski theory, with an exposition of mixed volumes, the Brunn–Minkowski inequality, and some of its consequences, including the isoperimetric inequality. Further central topics are then treated, such as surface area measures, projection functions, zonoids, and geometric valuations. Finally, an introduction to integral-geometric formulas in Euclidean space is provided. The numerous exercises and the supplementary material at the end of each section form an essential part of the book. Convexity is an elementary and natural concept. It plays a key role in many mathematical fields, including functional analysis, optimization, probability theory, and stochastic geometry. Paving the way to the more advanced and specialized literature, the material will be accessible to students in the third year and can be covered in one semester.

Download or read book Convex Sets and Their Applications written by Steven R. Lay and published by Courier Corporation. This book was released on 2007-01-01 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Suitable for advanced undergraduates and graduate students, this text introduces the broad scope of convexity. It leads students to open questions and unsolved problems, and it highlights diverse applications. Author Steven R. Lay, Professor of Mathematics at Lee University in Tennessee, reinforces his teachings with numerous examples, plus exercises with hints and answers. The first three chapters form the foundation for all that follows, starting with a review of the fundamentals of linear algebra and topology. They also survey the development and applications of relationships between hyperplanes and convex sets. Subsequent chapters are relatively self-contained, each focusing on a particular aspect or application of convex sets. Topics include characterizations of convex sets, polytopes, duality, optimization, and convex functions. Hints, solutions, and references for the exercises appear at the back of the book.

Download or read book Lectures on Discrete Geometry written by Jiri Matousek and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main topics in this introductory text to discrete geometry include basics on convex sets, convex polytopes and hyperplane arrangements, combinatorial complexity of geometric configurations, intersection patterns and transversals of convex sets, geometric Ramsey-type results, and embeddings of finite metric spaces into normed spaces. In each area, the text explains several key results and methods.

Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2014-07-09 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.

Download or read book Ten Lectures on the Probabilistic Method written by Joel Spencer and published by SIAM. This book was released on 1994-01-01 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: This update of the 1987 title of the same name is an examination of what is currently known about the probabilistic method, written by one of its principal developers. Based on the notes from Spencer's 1986 series of ten lectures, this new edition contains an additional lecture: The Janson inequalities. These inequalities allow accurate approximation of extremely small probabilities. A new algorithmic approach to the Lovasz Local Lemma, attributed to Jozsef Beck, has been added to Lecture 8, as well. Throughout the monograph, Spencer retains the informal style of his original lecture notes and emphasizes the methodology, shunning the more technical "best possible" results in favor of clearer exposition. The book is not encyclopedic--it contains only those examples that clearly display the methodology. The probabilistic method is a powerful tool in graph theory, combinatorics, and theoretical computer science. It allows one to prove the existence of objects with certain properties (e.g., colorings) by showing that an appropriately defined random object has positive probability of having those properties.

Download or read book Convex and Set Valued Analysis written by Aram V. Arutyunov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-12-05 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is devoted to a compressed and self-contained exposition of two important parts of contemporary mathematics: convex and set-valued analysis. In the first part, properties of convex sets, the theory of separation, convex functions and their differentiability, properties of convex cones in finite- and infinite-dimensional spaces are discussed. The second part covers some important parts of set-valued analysis. There the properties of the Hausdorff metric and various continuity concepts of set-valued maps are considered. The great attention is paid also to measurable set-valued functions, continuous, Lipschitz and some special types of selections, fixed point and coincidence theorems, covering set-valued maps, topological degree theory and differential inclusions. Contents: Preface Part I: Convex analysis Convex sets and their properties The convex hull of a set. The interior of convex sets The affine hull of sets. The relative interior of convex sets Separation theorems for convex sets Convex functions Closedness, boundedness, continuity, and Lipschitz property of convex functions Conjugate functions Support functions Differentiability of convex functions and the subdifferential Convex cones A little more about convex cones in infinite-dimensional spaces A problem of linear programming More about convex sets and convex hulls Part II: Set-valued analysis Introduction to the theory of topological and metric spaces The Hausdorff metric and the distance between sets Some fine properties of the Hausdorff metric Set-valued maps. Upper semicontinuous and lower semicontinuous set-valued maps A base of topology of the spaceHc(X) Measurable set-valued maps. Measurable selections and measurable choice theorems The superposition set-valued operator The Michael theorem and continuous selections. Lipschitz selections. Single-valued approximations Special selections of set-valued maps Differential inclusions Fixed points and coincidences of maps in metric spaces Stability of coincidence points and properties of covering maps Topological degree and fixed points of set-valued maps in Banach spaces Existence results for differential inclusions via the fixed point method Notation Bibliography Index

Download or read book Lectures on Discrete Geometry written by Ji?í Matoušek and published by Springer Science & Business Media. This book was released on 2002-05-02 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main topics in this introductory text to discrete geometry include basics on convex sets, convex polytopes and hyperplane arrangements, combinatorial complexity of geometric configurations, intersection patterns and transversals of convex sets, geometric Ramsey-type results, and embeddings of finite metric spaces into normed spaces. In each area, the text explains several key results and methods.

Download or read book An Easy Path to Convex Analysis and Applications written by Boris S. Mordukhovich and published by Morgan & Claypool Publishers. This book was released on 2013-12-01 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization has an increasing impact on many areas of mathematics, applied sciences, and practical applications. It is now being taught at many universities and being used by researchers of different fields. As convex analysis is the mathematical f

Download or read book Lectures on Modern Convex Optimization written by Aharon Ben-Tal and published by SIAM. This book was released on 2001-01-01 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Download or read book Lectures on Choquet s Theorem written by Robert R. Phelps and published by Springer. This book was released on 2003-07-01 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt: A well written, readable and easily accessible introduction to "Choquet theory", which treats the representation of elements of a compact convex set as integral averages over extreme points of the set. The interest in this material arises both from its appealing geometrical nature as well as its extraordinarily wide range of application to areas ranging from approximation theory to ergodic theory. Many of these applications are treated in this book. This second edition is an expanded and updated version of what has become a classic basic reference in the subject.

Download or read book Convex Optimization Theory written by Dimitri Bertsekas and published by Athena Scientific. This book was released on 2009-06-01 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).

Download or read book Convex Analysis and Optimization written by Dimitri Bertsekas and published by Athena Scientific. This book was released on 2003-03-01 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Download or read book Handbook of Discrete and Computational Geometry Second Edition written by Csaba D. Toth and published by CRC Press. This book was released on 2004-04-13 with total page 1557 pages. Available in PDF, EPUB and Kindle. Book excerpt: While high-quality books and journals in this field continue to proliferate, none has yet come close to matching the Handbook of Discrete and Computational Geometry, which in its first edition, quickly became the definitive reference work in its field. But with the rapid growth of the discipline and the many advances made over the past seven years, it's time to bring this standard-setting reference up to date. Editors Jacob E. Goodman and Joseph O'Rourke reassembled their stellar panel of contributors, added manymore, and together thoroughly revised their work to make the most important results and methods, both classic and cutting-edge, accessible in one convenient volume. Now over more then 1500 pages, the Handbook of Discrete and Computational Geometry, Second Edition once again provides unparalleled, authoritative coverage of theory, methods, and applications. Highlights of the Second Edition: Thirteen new chapters: Five on applications and others on collision detection, nearest neighbors in high-dimensional spaces, curve and surface reconstruction, embeddings of finite metric spaces, polygonal linkages, the discrepancy method, and geometric graph theory Thorough revisions of all remaining chapters Extended coverage of computational geometry software, now comprising two chapters: one on the LEDA and CGAL libraries, the other on additional software Two indices: An Index of Defined Terms and an Index of Cited Authors Greatly expanded bibliographies