In this chapter, we will discuss important tools from convex analysis that will be used later in the book. We will focus particularly on non-smooth convex functions and also discuss how to reflect the geometry of constraints in optimality conditions.

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Primer of Convex Analysis

  • Wim Stefanus van Ackooij,
  • Welington Luis de Oliveira

摘要

In this chapter, we will discuss important tools from convex analysis that will be used later in the book. We will focus particularly on non-smooth convex functions and also discuss how to reflect the geometry of constraints in optimality conditions.