Nonlinear Programming and Variational Inequality Problems

A Unified Approach

By:

Michael Patriksson

Format:

Paperback / softback

Series:

Applied Optimization

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Description

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.

Release date NZ

November 19th, 2010

Author

Michael Patriksson

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 1999

Illustrations

XIV, 336 p.

Pages

336

Series

Applied Optimization

Dimensions

155x235x18

ISBN-13

9781441948069

Product ID

8963557

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Nonlinear Programming and Variational Inequality Problems

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