Nonlinear programming and variational inequality problems : a unified approach /
The framework of algorithms presented in this book is called Cost Approximation. It describes, for a given formulation of a variational inequality or nonlinear programming problem, an algorithm by means of approximating mappings and problems, a principle for the updating of the iteration points, and...
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| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht ; Boston :
Kluwer Academic Publishers,
[1999]
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| Series: | Applied optimization ;
v. 23. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | The framework of algorithms presented in this book is called Cost Approximation. It describes, for a given formulation of a variational inequality or nonlinear programming problem, an algorithm by means of approximating mappings and problems, a principle for the updating of the iteration points, and a merit function which guides and monitors the convergence of the algorithm. One purpose of the book is to offer this framework as an intuitively appealing tool for describing an algorithm. Another purpose is to provide a convergence analysis of the algorithms in the framework. Audience: The book will be of interest to all researchers in the field (it includes over 800 references) and can also be used for advanced courses in non-linear optimization with the possibility of being oriented either to algorithm theory or to the numerical aspects of large-scale nonlinear optimization. |
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| Physical Description: | 1 online resource (xiv, 334 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 283-323) and index. |
| ISBN: | 9781475729917 (electronic bk.) 147572991X (electronic bk.) |