Ebook: Fundamentals of Convex Analysis: Duality, Separation, Representation, and Resolution

Fundamentals of Convex Analysis offers an in-depth look at some of the fundamental themes covered within an area of mathematical analysis called convex analysis. In particular, it explores the topics of duality, separation, representation, and resolution. The work is intended for students of economics, management science, engineering, and mathematics who need exposure to the mathematical foundations of matrix games, optimization, and general equilibrium analysis. It is written at the advanced undergraduate to beginning graduate level and the only formal preparation required is some familiarity with set operations and with linear algebra and matrix theory. Fundamentals ofConvex Analysis is self-contained in that a brief review of the essentials of these tool areas is provided in Chapter 1. Chapter exercises are also provided.
Topics covered include: convex sets and their properties; separation and support theorems; theorems of the alternative; convex cones; dual homogeneous systems; basic solutions and complementary slackness; extreme points and directions; resolution and representation of polyhedra; simplicial topology; and fixed point theorems, among others. A strength of this work is how these topics are developed in a fully integrated fashion.

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Fundamentals of Convex Analysis offers an in-depth look at some of the fundamental themes covered within an area of mathematical analysis called convex analysis. In particular, it explores the topics of duality, separation, representation, and resolution. The work is intended for students of economics, management science, engineering, and mathematics who need exposure to the mathematical foundations of matrix games, optimization, and general equilibrium analysis. It is written at the advanced undergraduate to beginning graduate level and the only formal preparation required is some familiarity with set operations and with linear algebra and matrix theory. Fundamentals ofConvex Analysis is self-contained in that a brief review of the essentials of these tool areas is provided in Chapter 1. Chapter exercises are also provided.
Topics covered include: convex sets and their properties; separation and support theorems; theorems of the alternative; convex cones; dual homogeneous systems; basic solutions and complementary slackness; extreme points and directions; resolution and representation of polyhedra; simplicial topology; and fixed point theorems, among others. A strength of this work is how these topics are developed in a fully integrated fashion.

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Fundamentals of Convex Analysis offers an in-depth look at some of the fundamental themes covered within an area of mathematical analysis called convex analysis. In particular, it explores the topics of duality, separation, representation, and resolution. The work is intended for students of economics, management science, engineering, and mathematics who need exposure to the mathematical foundations of matrix games, optimization, and general equilibrium analysis. It is written at the advanced undergraduate to beginning graduate level and the only formal preparation required is some familiarity with set operations and with linear algebra and matrix theory. Fundamentals ofConvex Analysis is self-contained in that a brief review of the essentials of these tool areas is provided in Chapter 1. Chapter exercises are also provided.
Topics covered include: convex sets and their properties; separation and support theorems; theorems of the alternative; convex cones; dual homogeneous systems; basic solutions and complementary slackness; extreme points and directions; resolution and representation of polyhedra; simplicial topology; and fixed point theorems, among others. A strength of this work is how these topics are developed in a fully integrated fashion.

Content:
Front Matter....Pages i-xxii
Preliminary Mathematics....Pages 1-33
Convex Sets in R n ....Pages 35-48
Separation and Support Theorems....Pages 49-75
Convex Cones in R n ....Pages 77-120
Existence Theorems for Linear Systems....Pages 121-132
Theorems of the Alternative for Linear Systems....Pages 133-164
Basic Solutions and Complementary Slackness in Pairs of Dual Systems....Pages 165-188
Extreme Points and Directions for Convex Sets....Pages 189-234
Simplicial Topology and Fixed Point Theorems....Pages 235-279
Back Matter....Pages 281-296

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Fundamentals of Convex Analysis offers an in-depth look at some of the fundamental themes covered within an area of mathematical analysis called convex analysis. In particular, it explores the topics of duality, separation, representation, and resolution. The work is intended for students of economics, management science, engineering, and mathematics who need exposure to the mathematical foundations of matrix games, optimization, and general equilibrium analysis. It is written at the advanced undergraduate to beginning graduate level and the only formal preparation required is some familiarity with set operations and with linear algebra and matrix theory. Fundamentals ofConvex Analysis is self-contained in that a brief review of the essentials of these tool areas is provided in Chapter 1. Chapter exercises are also provided.
Topics covered include: convex sets and their properties; separation and support theorems; theorems of the alternative; convex cones; dual homogeneous systems; basic solutions and complementary slackness; extreme points and directions; resolution and representation of polyhedra; simplicial topology; and fixed point theorems, among others. A strength of this work is how these topics are developed in a fully integrated fashion.

Content:
Front Matter....Pages i-xxii
Preliminary Mathematics....Pages 1-33
Convex Sets in R n ....Pages 35-48
Separation and Support Theorems....Pages 49-75
Convex Cones in R n ....Pages 77-120
Existence Theorems for Linear Systems....Pages 121-132
Theorems of the Alternative for Linear Systems....Pages 133-164
Basic Solutions and Complementary Slackness in Pairs of Dual Systems....Pages 165-188
Extreme Points and Directions for Convex Sets....Pages 189-234
Simplicial Topology and Fixed Point Theorems....Pages 235-279
Back Matter....Pages 281-296
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