Convex Analysis

  • Robert J. Vanderbei
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 37)


This book is mostly about linear programming. However, this subject, important as it is, is just a subset of a larger subject called convex analysis. In this chapter, we shall give a brief introduction to this broader subject. In particular, we shall prove a few of the fundamental results of convex analysis and see that their proofs depend on some of the theory of linear programming that we have already developed.


Feasible Solution Linear Programming Problem Convex Combination Convex Analysis Slack Variable 
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Copyright information

© Robert J. Vanderbei 2001

Authors and Affiliations

  • Robert J. Vanderbei
    • 1
  1. 1.Dept. of Operations Research & Financial EngineeringPrinceton UniversityUSA

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