Convex Analysis and Optimization

This book focuses on the theory of convex sets and functions, and its connections with a number of topics that span a broad range from continuous to discrete optimization. These topics include Lagrange multiplier theory, Lagrangian and conjugate/Fenchel duality, minimax theory, and nondifferentiable optimization. The book evolved from a set of lecture notes for a graduate course at M.I.T. It is widely recognized that, aside from being an eminently useful subject in engineering, operations research, and economics, convexity is an excellent vehicle for assimilating some of the basic concepts of…