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Optimization

Theory and Algorithms

Jean-Bapiste Hiriart-Urruty , Josef Stoer , Werner Oettli

Mathematics / General

This book is concerned with tangent cones, duality formulas, a generalized concept of conjugation, and the notion of maxi-minimizing sequence for a saddle-point problem, and deals more with algorithms in optimization. It focuses on the multiple exchange algorithm in convex programming.
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