000 02553cam a22003015a 4500
001 17984308
005 20201128023917.0
008 131226t2014 gw a frb 001 0 eng d
020 _a9783319042466
040 _aCDX
_beng
_cCDX
_erda
_dYDXCP
_dBTCTA
_dUKMGB
_dOCLCO
_dMUU
_dIUL
_dDLC
_dEG-ScBUE
082 0 4 _222
_a515.64
_bIZM
100 1 _aIzmailov, Alexey F.
245 1 0 _aNewton-type methods for optimization and variational problems /
_cAlexey F. Izmailov, Mikhail V Solodov.
260 _aCham :
_bSpringer,
_cc.2014.
300 _axix, 573 p. :
_bill. ;
_c24 cm.
490 0 _aSpringer series in operations research and financial engineering,
_x1431-8598.
500 _aIndex : p. [571]-573.
504 _aBibliography : p. 553-569.
505 0 _a1. Elements of optimization theory and variational analysis -- 2. Equations and unconstrained optimization -- 3. Variational problems: local methods -- 4. Constrained optimization: local methods -- 5. Variational problems: globalization of convergence -- 6. Constrained optimization: globalization of convergence -- 7. Degenerate problems with nonisolated solutions -- Appendix.
520 3 _aThis 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.--
650 7 _aCalculus of variations.
_2BUEsh
_93105
650 7 _aMathematical optimization.
_2BUEsh
_93485
650 7 _aIterative methods (Mathematics)
_2BUEsh
_936944
651 _2BUEsh
653 _bENGELC
_cOctober2016
700 1 _aSolodov, Mikhail V.,
942 _2ddc
999 _c22716
_d22688