Overview
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.
Full Product Details
Author: Alexey F. Izmailov ,
Mikhail V. Solodov
Publisher: Springer International Publishing AG
Imprint: Springer International Publishing AG
Edition: 2014 ed.
Dimensions:
Width: 15.50cm
, Height: 3.30cm
, Length: 23.50cm
Weight: 1.140kg
ISBN: 9783319042466
ISBN 10: 3319042467
Pages: 573
Publication Date: 25 March 2014
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: Manufactured on demand
We will order this item for you from a manufactured on demand supplier.
Reviews
This book covers Newton-type methods (in a broad sense) for the solution of optimization and variational problems (like variational inequalities and complementarity problems). Several results presented in this book are new and based on recent publications, and cannot be found in any other monograph. a useful reference for researchers and graduate students working in the field of optimization and variational analysis. (Christian Kanzow, Mathematical Reviews, July, 2015)
This book covers Newton-type methods (in a broad sense) for the solution of optimization and variational problems (like variational inequalities and complementarity problems). ... Several results presented in this book are new and based on recent publications, and cannot be found in any other monograph. ... a useful reference for researchers and graduate students working in the field of optimization and variational analysis. (Christian Kanzow, Mathematical Reviews, July, 2015)
