Cargando…

Nonlinear programming, 2 : proceedings of the Special Interest Group on Mathematical Programming symposium, conducted by the Computer Sciences Department at the University of Wisconsin--Madison, April 15-17, 1974 /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores Corporativos: Symposium on Nonlinear Programming Madison, Wis., Association for Computing Machinery. Special Interest Group on Mathematical Programming, University of Wisconsin--Madison. Computer Sciences Department
Otros Autores: Mangasarian, Olvi L., 1934-, Meyer, Robert R., Robinson, Stephen M.
Formato: Electrónico Congresos, conferencias eBook
Idioma:Inglés
Publicado: New York : Academic Press, [1975]
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; Nonlinear Programming 2; Copyright Page; Table of Contents; CONTRIBUTORS; PREFACE; CHAPTER 1. CONVERGENCE PROPERTIES OF A CLASS OF MINIMIZATION ALGORITHMS; ABSTRACT; 1. The class of algorithms; 2. A global convergence theorem; 3. Convergence to a local minimum; 4. Superlinear convergence; 5. Applications; References; CHAPTER 2. CONVERGENCE OF THE REDUCED GRADIENT METHOD; 1. Introduction; 2. The Problem Set
  • Notation
  • Hypotheses; 3. Lemmas (Classical results); 4. Algorithm; 5. Convergence; 6. Remarks on the Hypothesis H2; 7. References
  • CHAPTER 3. A QUASI-NEWTON METHOD FOR UNCONSTRAINED MINIMIZATION PROBLEMSABSTRACT; 1. Introduction; 2. Some basic properties of quasi-Newton methods; 3. The influence of the step size; 4. The Algorithm; 5. Convergence Results; 6. A modified algorithm and its convergence properties; References; CHAPTER 4. SUPERLINEARLY CONVERGENT ALGORITHMSFOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS; ABSTRACT; 1. Introduction; 2. The Algorithm; 3. Analysis and Convergence of the Algorithm; 4. Numerical Implementation; Acknowledgment; References
  • CHAPTER 7. RATE OF CONVERGENCE OF THE METHOD OF MULTIPLIERS WITH INEXACT MINIMIZATIONABSTRACT; 1. Introduction; 2. The Method of Multipliers; 3. Notation; 4. Duality; 5. The Method of Multipliers Algorithm; 6. Convergence Properties of the Algorithm; 7. Rate of Convergence; 8. Geometric Interpretations; 9. Conclusion; References; CHAPTER 8. OPTIMIZATION WITH CORNERS; Approach I, (Bypassing a vertex); Approach II; Approach III, The Convex Case; Bibliography; CHAPTER 9. THE USE OF MATRIX FACTORIZATIONS IN DERIVATIVEFREE NONLINEAR LEAST SQUARES ALGORITHMS; Abstract; 1. Introduction
  • 2. Notation and Outline of an Algorithm3. Extension to Nonlinear Least Squares; 4. Mechanics of Updating RTR; 5. Mechanics of Updating QR; 6. Monitoring and Efficiency; 7. Examples; Bibliography; CHAPTER 10. NEWTON DERIVED METHODS FOR NONLINEAR EQUATIONS AND INEQUALITIES; 1. Introduction; 2. The Algorithm: Convergence; 3. Rate of Convergence and Efficiency; Conclusion; Appendix; References; CHAPTER 11. DISJUNCTIVE PROGRAMMING: CUTTING PLANES FROM LOGICAL CONDITIONS; Abstract; 1. Introduction; 2. Generating Cuts from Disjunctive Constraints; 3. Mixed Integer 0-1 Programs