scientific article; zbMATH DE number 2004861

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Publication:4435552





The introduction gives a brief historical survey of the development of convex analysis, shows geometrical view on convexity, presents some basic theorems and shortly describes ideas of subjects presented in the book. In the first chapter the authors explain the basic theory in finite-dimensional spaces. They present duality in convex analysis, convex calculus and classical results in convex geometry (Carathéodory, Radon, Helly and Minkowski theorems etc.). They also discuss the existence of solutions and duality in convex extremal problems and describe some classical algorithms of convex optimization. A supplement of the first chapter presents most of the above subjects in terms of vector spaces. The second chapter is devoted to applications of convex analysis. There are some classical inequalities and problems of geometry and mechanics presented here. A large part of this chapter deals with the approximation theory and problems of recovery of linear functionals from inaccurate data. In particular Kolmogorov-type inequalities, which play an important role in these fields, are investigated here. In the last chapter the authors prove theorems which are fundamental for the theory of convexity and review some aspects of the modern development of convex analysis. One can find here the Monge-Kantorovich problem (a~continuous analog of the transport problem) and the Lagrange principle for smooth-convex problems.




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