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Introduction to Optimization and Semidifferential Calculus: (MOS-SIAM Series on Optimization)

Introduction to Optimization and Semidifferential Calculus: (MOS-SIAM Series on Optimization)


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About the Book

This primarily undergraduate textbook focuses on finite-dimensional optimization. It offers an original and well integrated treatment of semidifferential calculus and optimization, with an emphasis on the Hadamard subdifferential, introduced at the beginning of the 20th century and somewhat overlooked for many years.

References to original papers by Hadamard (1923) and Fréchet (1925) are included, along with fundamentals of convex analysis (convexification, Fenchel duality, linear and quadratic programming, two-person zero-sum games, Lagrange primal and dual problems, semiconvex and semiconcave functions). The book also includes complete definitions, theorems, and detailed proofs, along with commentaries that put the subject into historical perspective and numerous examples and exercises throughout each chapter, and answers to the exercises provided in an appendix.

Useful background material in classical analysis has been added at the end of Chapter 1 to make the book self-sufficient.

Table of Contents:

  • Chapter 1: Introduction
  • Chapter 2: Existence, Convexities, and Convexification
  • Chapter 3: Semi-differentiability, Differentiability, Continuity, and Convexities
  • Chapter 4: Optimality Conditions
  • Chapter 5: Constrained Differentiable Optimization
  • Appendix A: Inverse and Implicit Function Theorems
  • Appendix B: Answers to Exercises


    About the Author :
    M. C. Delfour is a Professor of Mathematics and Statistics at the University of Montreal in Canada, a member of the Canadian Academy of Sciences (FRSC), a SIAM fellow and a former Guggenheim and Killam Fellow. He is a former president of the Canadian Mathematical Society and has served on numerous Canadian and international advisory boards and committees. He has been a Professional Engineer (PEng) since 1966 and is the author or co-author of 13 books and more than 165 papers.


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    Product Details
    • ISBN-13: 9781611972146
    • Publisher: Society for Industrial & Applied Mathematics,U.S.
    • Publisher Imprint: Society for Industrial & Applied Mathematics,U.S.
    • Height: 229 mm
    • No of Pages: 368
    • Series Title: MOS-SIAM Series on Optimization
    • Weight: 833 gr
    • ISBN-10: 1611972140
    • Publisher Date: 30 Mar 2012
    • Binding: Hardback
    • Language: English
    • Returnable: Y
    • Spine Width: 23 mm
    • Width: 152 mm


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