Overview

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.

Full Product Details

Author:   Michael Patriksson
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   Softcover reprint of hardcover 1st ed. 1999
Volume:   23
Dimensions:   Width: 15.50cm , Height: 1.80cm , Length: 23.50cm
Weight:   0.539kg
ISBN:  

9781441948069

ISBN 10:   1441948066
Pages:   336
Publication Date:   19 November 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

1 Introduction.- 2 Technical preliminaries.- 3 Instances of the cost approximation algorithm.- 4 Merit functions for variational inequality problems.- 5 Convergence of the CA algorithm for nonlinear programs.- 6 Convergence of the CA algorithm for variational inequality problems.- 7 Finite identification of active constraints and of solutions.- 8 Parallel and sequential decomposition CA algorithms.- 9 A column generation / simplicial decomposition algorithm.- A Definitions.- References.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions