Abstract
This chapter is about the problem of optimizing a convex function. The concept of duality is introduced and connections with Lagrangians are made. Throughout, a convex function is said to be proper if its epigraph is not empty, that is, the function does take some real values. Also, by an abuse of language, it will be said to be closed if its epigraph is closed.
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© 2013 Springer Science+Business Media New York
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Çınlar, E., Vanderbei, R.J. (2013). Convex Optimization. In: Real and Convex Analysis. Undergraduate Texts in Mathematics. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-5257-7_6
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DOI: https://doi.org/10.1007/978-1-4614-5257-7_6
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Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4614-5256-0
Online ISBN: 978-1-4614-5257-7
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