Abstract
This article summarizes the basic ideas of convex optimization in finite-dimensional vector spaces. Duality, the Fenchel transforms and the subdifferential are introduced and used to discuss Lagrangean duality and the Kuhn–Tucker theorem. Applications of these ideas can be found in duality.
This chapter was originally published in The New Palgrave Dictionary of Economics, 2nd edition, 2008. Edited by Steven N. Durlauf and Lawrence E. Blume
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Bibliography
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Blume, L.E. (2008). Convex Programming. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95121-5_591-2
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DOI: https://doi.org/10.1057/978-1-349-95121-5_591-2
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Publisher Name: Palgrave Macmillan, London
Online ISBN: 978-1-349-95121-5
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Latest
Convex Programming- Published:
- 22 April 2017
DOI: https://doi.org/10.1057/978-1-349-95121-5_591-2
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Original
Convex Programming- Published:
- 18 November 2016
DOI: https://doi.org/10.1057/978-1-349-95121-5_591-1