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Constrained optimization and Lagrange multiplier methods /
Constrained Optimization and Lagrange Multiplier Methods.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1982.
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| Colección: | Computer science and applied mathematics.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front Cover; Constrained Optimization and Lagrange Multiplier Methods; Copyright Page; Dedication; Table of Contents; Preface; Chapter 1. Introduction; 1.1 General Remarks; 1.2 Notation and Mathematical Background; 1.3 Unconstrained Minimization; 1.4 Constrained Minimization; 1.5 Algorithms for Minimization Subject to Simple Constraints; 1.6 Notes and Sources; Chapter 2. The Method of Multipliers for Equality Constrained Problems; 2.1 The Quadratic Penalty Function Method; 2.2 The Original Method of Multipliers; 2.3 Duality Framework for the Method of Multipliers.
- 2.4 Multiplier Methods with Partial Elimination of Constraints2.5 Asymptotically Exact Minimization in Methods of Multipliers; 2.6 Primal-Dual Methods Not Utilizing a Penalty Function; 2.7 Notes and Sources; Chapter 3. The Method of Multipliers for Inequality Constrained and Nondifferentiable Optimization Problems; 3.1 One-Sided Inequality Constraints; 3.2 Two-Sided Inequality Constraints; 3.3 Approximation Procedures for Nondifferentiable and Ill-Conditioned Optimization Problems; 3.4 Notes and Sources; Chapter 4. Exact Penalty Methods and Lagrangian Methods.
- 4.1 Nondifferentiable Exact Penalty Functions4.2 Linearization Algorithms Based on Nondifferentiable Exact Penalty Functions; 4.3 Differentiable Exact Penalty Functions; 4.4 Lagrangian Methods-Local Convergence; 4.5 Lagrangian Methods-Global Convergence; 4.6 Notes and Sources; Chapter 5. Nonquadratic Penalty Functions
- Convex Programming; 5.1 Classes of Penalty Functions and Corresponding Methods of Multipliers; 5.2 Convex Programming and Duality; 5.3 Convergence Analysis of Multiplier Methods; 5.4 Rate of Convergence Analysis; 5.5 Conditions for Penalty Methods to Be Exact.
- 5.6 Large Scale Separable Integer Programming Problems and the Exponential Method of Multipliers5.7 Notes and Sources; References; Index.