Newton-Type Methods for Optimization and Variational Problems by Alexey F Izmailov
This 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.-
Numerical Optimization
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Derivative-Free and Blackbox Optimization
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The Logic of Logistics
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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Risk-Averse Optimization and Control
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Extreme Value Theory for Time Series
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Perturbation Analysis of Optimization Problems
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QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
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Risk and Portfolio Analysis
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Introduction to Queueing Networks
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Facility Location
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Extreme Values In Random Sequences
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Stochastic Models with Power-Law Tails
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Monte Carlo
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Decision Aids for Selection Problems
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Kronecker Modeling and Analysis of Multidimensional Markovian Systems
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Cooperative Stochastic Differential Games
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Linear and Integer Programming vs Linear Integration and Counting
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Analysis and Algorithms for Service Parts Supply Chains
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Principles of Inventory Management
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Stochastic Petri Nets
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Finite-Dimensional Variational Inequalities and Complementarity Problems
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Single-Facility Location Problems with Barriers
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Linear Programming 2
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Implicit Functions and Solution Mappings
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Performance Analysis of Manufacturing Systems
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Dynamic Control of Quality in Production-Inventory Systems
This book covers Newton-type methods (in a broad sense) for the solution of optimization and variational problems (like variational inequalities and complementarity problems)Several results presented in this book are new and based on recent publications, and cannot be found in any other monograph. a useful reference for researchers and graduate students working in the field of optimization and variational analysis. (Christian Kanzow, Mathematical Reviews, July, 2015)
| SKU | Unavailable |
| ISBN 13 | 9783319042466 |
| ISBN 10 | 3319042467 |
| Title | Newton-Type Methods for Optimization and Variational Problems |
| Author | Alexey F Izmailov |
| Series | Springer Series In Operations Research And Financial Engineering |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer International Publishing AG |
| Year published | 2014-03-25 |
| Number of pages | 573 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |