The authors have written a rigorous yet elementary and self-contained book to present, in a unified framework, generalized convex functions, which are the many non-convex functions that share at least one of the valuable properties of convex functions and which are often more suitable for describing real-world problems. The book will be a useful tool not only for researchers, but also for graduates and advanced students working in economics, mathematical programming, the management sciences and operations research. It begins with a review of convex analysis and the fundamental theoretical findings on generalized convexity and on optimization, including their applications. The text continues with an introductory chapter devoted to generalized monotonicity and its relationship to generalized convexity, with the characterizations of important classes of fractional programming, and with theoretical properties and sequential methods. The book also includes numerous exercises and two appendices which list the findings consulted.
"I can highly recommend this excellent new volume to anyone who is trying to teach on generalized convexity/generalized monotonicity in an applied mathematics department or in a professional school. The volume contains proofs and exercises. It also provides sufficient references for those who want to dig deeper as graduate students and as researchers. With dedication and much love the authors have produced a book that is accessible for anyone with a limited background in basic mathematics at the college level. At the same time, it also leads to more sophisticated mathematics for those who spend more time on a particular chapter."
Lecture Notes in Economics and Mathematical Systems Founding Editors: M. Beckmann H.P. Künzi Managing Editors: Prof. Dr. G. Fandel Fachbereich Wirtschaftswissenschaften Fernuniversität Hagen Feithstr. 140/AVZ II, 58084 Hagen, Germany Prof. Dr. W. Trockel Institut für Mathematische Wirtschaftsforschung (IMW) Universität Bielefeld Universitätsstr. 25, 33615 Bielefeld, Germany Editorial Board: A. Basile, A. Drexl, H. Dawid, K. Inderfurth, W. Kürsten
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Alberto Cambini • Laura Martein
Generalized Convexity and Optimization Theory and Applications
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Prof. Alberto Cambini Prof. Laura Martein University of Pisa Department of Statistics and Applied Mathematics Via Ridolfi, 10 56124 Pisa Italy
[email protected] [email protected]
ISBN 978-3-540-70875-9
e-ISBN 978-3-540-70876-6
DOI 10.1007/978-3-540-70876-6 Lecture Notes in Economics and Mathematical Systems ISSN 0075-8442 Library of Congress Control Number: 2008933853 © 2009 Springer-Verlag Berlin Heidelberg This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permissions for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and r