Fundamentals of Convex Analysis - Based on Vol.305 and 306 in the series 'Grundlehren der mathematischen Wissenschaften'

This book is an abridged version of our two-volume opus Convex Analysis and Minimization Algorithms [18], about which we have received very positive feedback from users, readers, lecturers ever since it was published - by Springer-Verlag in 1993. Its pedagogical qualities were particularly appreciated, in the combination with a rather advanced technical material. Now [18] hasa dual but clearly defined nature: - an introduction to the basic concepts in convex analysis, - a study of convex minimization problems (with an emphasis on numerical al- rithms), and insists on their mutual interpenetration. It is our feeling that the above basic introduction is much needed in the scientific community. This is the motivation for the present edition, our intention being to create a tool useful to teach convex anal ysis. We have thus extracted from [18] its "backbone" devoted to convex analysis, namely ChapsIII-VI and X. Apart from some local improvements, the present text is mostly a copy of thecorresponding chapters. The main difference is that we have deleted material deemed too advanced for an introduction, or too closely attached to numerical algorithms. Further, we have included exercises, whose degree of difficulty is suggested by 0, I or 2 stars *. Finally, the index has been considerably enriched. Just as in [18], each chapter is presented as a "lesson", in the sense of our old masters, treating of a given subject in its entirety.

List of contents

Introduction: Notation, Elementary Results.- Convex Sets: Generalities; Convex Sets Attached to a Convex Set; Projection onto Closed Convex Sets; Separation and Applications; Conical Approximations of Convex Sets.- Convex Functions: Basic Definitions and Examples; Functional Operations Preserving Convexity; Local and Global Behaviour of a Convex Function; First- and Second-Order Differentiation.- Sublinearity and Support Functions: Sublinear Functions; The Support Function of a Nonempty Set; Correspondence Between Convex Sets and Sublinear Functions.- Subdifferentials of Finite Convex Functions: The Subdifferential: Definitions and Interpretations; Local Properties of the Subdifferential; First Examples; Calculus Rules with Subdifferentials; Further Examples; The Subdifferential as a Multifunction.- Conjugacy in Convex Analysis: The Convex Conjugate of a Function; Calculus Rules on the Conjugacy Operation; Various Examples; Differentiability of a Conjugate Function.

Summary

This book is an abridged version of our two-volume opus Convex Analysis and Minimization Algorithms [18], about which we have received very positive feedback from users, readers, lecturers ever since it was published - by Springer-Verlag in 1993. Its pedagogical qualities were particularly appreciated, in the combination with a rather advanced technical material. Now [18] hasa dual but clearly defined nature: - an introduction to the basic concepts in convex analysis, - a study of convex minimization problems (with an emphasis on numerical al- rithms), and insists on their mutual interpenetration. It is our feeling that the above basic introduction is much needed in the scientific community. This is the motivation for the present edition, our intention being to create a tool useful to teach convex anal ysis. We have thus extracted from [18] its "backbone" devoted to convex analysis, namely ChapsIII-VI and X. Apart from some local improvements, the present text is mostly a copy of thecorresponding chapters. The main difference is that we have deleted material deemed too advanced for an introduction, or too closely attached to numerical algorithms. Further, we have included exercises, whose degree of difficulty is suggested by 0, I or 2 stars *. Finally, the index has been considerably enriched. Just as in [18], each chapter is presented as a "lesson", in the sense of our old masters, treating of a given subject in its entirety.

Additional text

From the reviews of the first edition:
"...This book is an abridged version of the book "Convex Analysis and Minimization Algorithms" (shortly CAMA) written in two volumes by the same authors... . The authors have extracted from CAMA Chapters III-VI and X, containing the fundamentals of convex analysis, deleting material seemed too advanced for an introduction, or too closely attached to numerical algorithms. Each Chapter is presented as a "lesson" treating a given subject in its entirety, completed by numerous examples and figures. So, this new version becomes a good book for learning and teaching of convex analysis in finite dimensions...."
S. Mititelu in "Zentralblatt für Mathematik und ihre Grenzgebiete", 2002
"I believe that the book under review will become the standard text doing much to implement the type of course Victor Klee was advocating and covering as it does the considerable recent development of the subject. … If you are looking for a well-designed text for a course on convex analysis, preliminary to one on optimization or nonlinear analysis then this is the one which will certainly be a standard for many years." (John Giles, The Australian Mathematical Society Gazette, Vol. 29 (2), 2002)

Report

From the reviews of the first edition:
"...This book is an abridged version of the book "Convex Analysis and Minimization Algorithms" (shortly CAMA) written in two volumes by the same authors... . The authors have extracted from CAMA Chapters III-VI and X, containing the fundamentals of convex analysis, deleting material seemed too advanced for an introduction, or too closely attached to numerical algorithms. Each Chapter is presented as a "lesson" treating a given subject in its entirety, completed by numerous examples and figures. So, this new version becomes a good book for learning and teaching of convex analysis in finite dimensions...."
S. Mititelu in "Zentralblatt für Mathematik und ihre Grenzgebiete", 2002
"I believe that the book under review will become the standard text doing much to implement the type of course Victor Klee was advocating and covering as it does the considerable recent development of the subject. ... If you are looking for a well-designed text for a course on convex analysis, preliminary to one on optimization or nonlinear analysis then this is the one which will certainly be a standard for many years." (John Giles, The Australian Mathematical Society Gazette, Vol. 29 (2), 2002)

Product details

• Authors: Jean-Baptist Hiriart-Urruty, Jean-Baptiste Hiriart-Urruty, Claude Lemarechal, Claude Lemaréchal
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 05.10.2001
• EAN: 9783540422051
• ISBN: 978-3-540-42205-1
• No. of pages: 259
• Dimensions: 156 mm x 236 mm x 17 mm
• Weight: 418 g
• Illustrations: X, 259 p.
• Series: Grundlehren Text Editions; Grundlehren Text Editions
• Subjects: Natural sciences, medicine, IT, technology > Mathematics; Analysis, B, Optimization, Mathematics, Mathematics and Statistics, Mathematics, general, Algebraic Geometry, Discrete Mathematics, Discrete geometry, Convex and Discrete Geometry, Convex geometry, Calculus & mathematical analysis, Mathematical optimization, Analysis (Mathematics), Mathematical analysis