Abstract
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.
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© 2001 Robert J. Vanderbei
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Vanderbei, R.J. (2001). Convex Analysis. In: Linear Programming. International Series in Operations Research & Management Science, vol 37. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-5662-3_10
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DOI: https://doi.org/10.1007/978-1-4757-5662-3_10
Publisher Name: Springer, Boston, MA
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