Convex Analysis: Theory and Applications
G. G. Magaril-Ilyaev, V. M. Tikhomirov
This graduate textbook illustrates the fundamentals of convex analysis in a finite dimensional setting, examines the properties of convex sets and convex functions, and provides applications of convexity theory to the duality of convex calculus and to extremal problems of approximation and recovery. Originally published in Russian as Vypuklyi analiz teoriia i prilozheniia in 2000
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