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Trust Region Methods

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Gebonden, 979 blz. | Engels
Society for Industrial and Applied Mathematics | 1987
ISBN13: 9780898714609
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Society for Industrial and Applied Mathematics e druk, 1987 9780898714609
Onderdeel van serie MPS-SIAM Series on O
€ 181,31
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Samenvatting

This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization. Written primarily for postgraduates and researchers, the book features an extensive commented bibliography, which contains more than 1000 references by over 750 authors. The book also contains several practical comments and an entire chapter devoted to software and implementation issues. Its many illustrations, including nearly 100 figures, balance the formal and intuitive treatment of the presented topics.

Specificaties

ISBN13:9780898714609
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:979
Uitgever:Society for Industrial and Applied Mathematics

Inhoudsopgave

Preface; 1. Introduction; Part I. Preliminaries: 2. Basic Concepts; 3. Basic Analysis and Optimality Conditions; 4. Basic Linear Algebra; 5. Krylov Subspace Methods; Part II. Trust-Region Methods for Unconstrained Optimization: 6. Global Convergence of the Basic Algorithm; 7.The Trust-Region Subproblem; 8. Further Convergence Theory Issues; 9. Conditional Models; 10. Algorithmic Extensions; 11. Nonsmooth Problems; Part III. Trust-Region Methods for Constrained Optimization with Convex Constraints: 12. Projection Methods for Convex Constraints; 13. Barrier Methods for Inequality Constraints; Part IV. Trust-Region Mewthods for General Constained Optimization and Systems of Nonlinear Equations: 14. Penalty-Function Methods; 15. Sequential Quadratic Programming Methods; 16. Nonlinear Equations and Nonlinear Fitting; Part V. Final Considerations: Practicalities; Afterword; Appendix: A Summary of Assumptions; Annotated Bibliography; Subject and Notation Index; Author Index.
€ 181,31
Levertijd ongeveer 9 werkdagen
Gratis verzonden

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        Trust Region Methods