Numerical Optimization with Computational Errors

Author:   Alexander J. Zaslavski
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2016
Volume:   108
ISBN:  

9783319309200


Pages:   304
Publication Date:   03 May 2016
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Numerical Optimization with Computational Errors


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Author:   Alexander J. Zaslavski
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2016
Volume:   108
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   5.974kg
ISBN:  

9783319309200


ISBN 10:   331930920
Pages:   304
Publication Date:   03 May 2016
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1. Introduction.- 2. Subgradient Projection Algorithm.- 3. The Mirror Descent Algorithm.- 4. Gradient Algorithm with a Smooth Objective Function.- 5. An Extension of the Gradient Algorithm.- 6. Weiszfeld's Method.- 7. The Extragradient Method for Convex Optimization.- 8. A Projected Subgradient Method for Nonsmooth Problems.- 9. Proximal Point Method in Hilbert Spaces.- 10. Proximal Point Methods in Metric Spaces.- 11. Maximal Monotone Operators and the Proximal Point Algorithm.- 12. The Extragradient Method for Solving Variational Inequalities.- 13. A Common Solution of a Family of Variational Inequalities.- 14. Continuous Subgradient Method.- 15. Penalty Methods.- 16. Newton's method.- References.- Index. 

Reviews

The author studies the approximate solutions of optimization problems in the presence of computational errors. A number of results are presented on the convergence behavior of algorithms in a Hilbert space. Researchers and students will find this book instructive and informative. The book has contains 16 chapters ... . (Hans Benker, zbMATH 1347.65112, 2016)


“The author studies the approximate solutions of optimization problems in the presence of computational errors. A number of results are presented on the convergence behavior of algorithms in a Hilbert space. Researchers and students will find this book instructive and informative. The book has contains 16 chapters … .” (Hans Benker, zbMATH 1347.65112, 2016)


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