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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

• Full title: Nonlinear Programming and Variational Inequality Problems
• Subtitle: A Unified Approach
• Author: Michael Patriksson
• Language: English
• Binding: Hardback
• Number of pages: 336
• EAN: 9780792354550
• ISBN: 0792354559
• ID: 01395873
• Publisher: Springer
• Weight: 1490 g
• Dimensions: 234 × 156 × 25 mm
• Date of publishing: 01. November 1998

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