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Fundamentals of Convex Analysis

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This book is an abridged version of the two volumes "Convex Analysis and Minimization Algorithms I and II" ( Grundlehren der mathematischen Wissenschaften Vol. 305 and 306). It presents an introduction to the basic concepts in convex analysis and a study of convex minimization problems (with an emphasis on numerical algorithms). The "backbone" of bot volumes was extracted, some material deleted which was deemed too advanced for an introduction, or too closely attached to numerical algorithms. Some exercises were included and finally the index has been considerably enriched, making it an excellent choice for the purpose of learning and teaching.

269 pages, Hardcover

First published January 1, 2001

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Displaying 1 of 1 review
72 reviews
June 19, 2010
page 10, when referring to the Cauchy-Schwarz inequality: "no 't' please'".

the book manages to be one of the mathematically deep and also most pleasantly written texts i've ever encountered. it not only imparts a great deal of math; the results are woven together nicely to provide great insight.

NOTE this text has TWO authors, the other being claude lemarechal!
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