书目名称 | Nonlinear Programming and Variational Inequality Problems | 副标题 | A Unified Approach | 编辑 | Michael Patriksson | 视频video | | 丛书名称 | Applied Optimization | 图书封面 |  | 描述 | Since I started working in the area of nonlinear programming and, later on, variational inequality problems, I have frequently been surprised to find that many algorithms, however scattered in numerous journals, monographs and books, and described rather differently, are closely related to each other. This book is meant to help the reader understand and relate algorithms to each other in some intuitive fashion, and represents, in this respect, a consolidation of the field. The framework of algorithms presented in this book is called Cost Approxi mation. (The preface of the Ph.D. thesis [Pat93d] explains the background to the work that lead to the thesis, and ultimately to this book.) 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 update of the iteration points, and a merit function which guides and monitors the convergence of the algorithm. One purpose of this book is to offer this framework as an intuitively appeal ing tool for describing an algorithm. One of the advantages of the framework, or any reasonable framework for that matter, is that tw | 出版日期 | Book 1999 | 关键词 | Approximation; algorithms; linear optimization; nonlinear optimization; optimization; programming | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4757-2991-7 | isbn_softcover | 978-1-4419-4806-9 | isbn_ebook | 978-1-4757-2991-7Series ISSN 1384-6485 | issn_series | 1384-6485 | copyright | Springer Science+Business Media Dordrecht 1999 |
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