Numerical optimization with computational errors. (2016)

• Record Type: Book
• Further Information: Note: Alexander J. Zaslavski.
• Authors: Zaslavski, Alexander J
• Contents: 1. Introduction.- 2.Subgradient Projection Algorithm.- 3.The Mirror Descent Algorithm.- 4.Gradient Algorithm with a Smooth Objective Function.- 5.An Extension of the Gradient Algorithm.- 6.Weiszfeld's Method.- 7.The Extragradient Method for Convex Optimization.- 8.A Projected Subgradient Method for Nonsmooth Problems.- 9.Proximal Point Method in Hilbert Spaces.- 10.Proximal Point Methods in Metric Spaces.- 11.Maximal Monotone Operators and the Proximal PointAlgorithm.- 12.The Extragradient Method for Solving Variational Inequalities.- 13. A Common Solution of a Family of Variational Inequalities.- 14.Continuous Subgradient Method.- 15.Penalty Methods.- 16.Newton's method.- References.- Index.
• Publisher Details: Cham : Springer
• Publication Date: 2016
• Copyright Date: 2016
• Extent: 1 online resource (304 pages)
• Subjects: 519.6; Mathematics; Mathematical optimization; Numerical analysis; Algorithms; Convergence; Mathematics -- Number Systems; Business & Economics -- Operations Research; Numerical analysis; Operational research; Mathematics -- Calculus; Calculus of variations
• Languages: English
• ISBNs: 9783319309217
• Related ISBNs: 9783319309200
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.