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Undergraduate Convexity: From Fourier and Motzkin to Kuhn and Tucker
Starting from linear inequalities and Fourier-Motzkin elimination, the theory is developed by introducing polyhedra, the double description method and the simplex algorithm, closed convex subsets, convex functions of one and several variables ending with a chapter on convex optimization with the Karush-Kuhn-Tucker conditions, duality and an interior point algorithm.
Undergraduate Convexity From Fourier and Motzkin to Kuhn and .pdf
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