This book presents a theory of necessary conditions for an extremum, including formal conditions for an extremum and computational methods. It states the general results of the theory and shows how these results can be particularized to specific problems.
Table of Contents
1. Introduction Elements of Functional Analysis and Convex Sets 2. Properties of Convex Functionals 3. Convex Programming in Banach Spaces 4. Quasi-Differentiable Functionals 5. Necessary Conditions for an Extremum in General Mathematical Programming Problems 6. Necessary Conditions for an Extremum in Concrete Problems