Convex analysis. (English) Zbl 0932.90001

Rockafellar, R. Tyrrell

Princeton Landmarks in Mathematics. Princeton, NJ: Princeton University Press. xviii, 451 p. (1997).

The new edition [see Zbl 0193.18401 for a review of the original ed. (Princeton 1970)] of the well known book “Convex Analysis” by R. T. Rockafellar contains the following parts: I: Basic Concepts. II: Topological Properties. III: Duality Correspondences. IV: Representation and Inequalities. V: Differential Theory. VI: Constrained Extremum Problems. VII: Saddle-Functions and Minimax Theory. VIII: Convex Algebra.
When I was a young scientist, this was the most important book on the subject of convex analysis for me. Publishing it in the Princeton Landmarks in Mathematics and Physics was a very good idea.

Reviewer: J.Guddat (Berlin)

MSC:

90-02	Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
49-02	Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control
90C25	Convex programming

Keywords:

convex analysis; duality theory; directional derivatives; subgradient; minimax theory

Citations:

Zbl 0193.18401