Convex Function

R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems.

This second edition provides a thorough introduction to contemporary convex function theory with many new results. A large variety of subjects are covered, from the one real variable case to some of the most advanced topics. The new edition includes considerably more material emphasizing the rich applicability of convex analysis to concrete examples. Chapters 4, 5, and 6 are entirely new, covering important topics such as the Hardy-Littlewood-Pólya-Schur theory of majorization, matrix convexity, and the Legendre-Fenchel-Moreau duality theory.

The author emphasizes a non-uniform ellipticity condition as the main approach to regularity theory for solutions of convex variational problems with different types of non-standard growth conditions.

Special tools are required for examining and solving optimization problems. The main tools in the study of local optimization are classical calculus and its modern generalizions which form nonsmooth analysis. The gradient and various kinds of generalized derivatives allow us to ac­ complish a local approximation of a given function in a neighbourhood of a given point. This kind of approximation is very useful in the study of local extrema.