Articoli correlati a Trust Region Methods

9780898714609: Trust Region Methods
Rilegato
ISBN 10: 0898714605 ISBN 13: 9780898714609
Casa editrice: Society for Industrial and Applied Mathematics, 2000

Sinossi

First comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Descrizione del libro

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. Written for postgraduates and researchers.

Contenuti

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.

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Editore
Society for Industrial and Applied Mathematics
Data di pubblicazione
2000
Lingua
Inglese
ISBN 10 
0898714605
ISBN 13 
9780898714609
Rilegatura
Copertina rigida
Numero di pagine
979
Contatto del produttore
non disponibile
Persona responsabile
non disponibile