Téléchargez le livre : Newton-Type Methods for Optimization and Variational Problems

Newton-Type Methods for Optimization and Variational Problems

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Éditeur :

Springer


Collection :

Springer Series in Operations Research and Financial Engineering

Paru le : 2014-07-08

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Description
This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.
Pages
573 pages
Collection
Springer Series in Operations Research and Financial Engineering
Parution
2014-07-08
Marque
Springer
EAN papier
9783319042466
EAN EPUB
9783319042473
Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
57
Taille du fichier
9523 Ko
Prix
126,59 €

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