Evaluation complexity of algorithms for nonconvex optimization: theory, computation, and perspectives

Methods using first derivatives -- Methods using second derivatives -- Methods using third derivatives and beyond -- Structured problems -- Convexly-constrained problems -- Problems with nonconvex constraints -- Subproblem fundamentals -- Step computation with factorizations -- Step computation with...

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Bibliographische Detailangaben
Hauptverfasser: Cartis, Coralia (VerfasserIn), Gould, Nicholas I. M. 1957- (VerfasserIn), Toint, Philippe L. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Philadelphia SIAM, Society for Industrial and Applied Mathematics [2022]
Philadelphia Mathematical Optimization Society [2022]
Schriftenreihe:MOS-Siam series on optimization 30
Schlagworte:
Online-Zugang:DE-91
DE-20
DE-706
DE-29
Volltext
Zusammenfassung:Methods using first derivatives -- Methods using second derivatives -- Methods using third derivatives and beyond -- Structured problems -- Convexly-constrained problems -- Problems with nonconvex constraints -- Subproblem fundamentals -- Step computation with factorizations -- Step computation without factorizations -- Variable scaling and other practicalities -- Finding high-order approximate minimizers -- Inexact function values and derivatives -- Composite and constrained problems.
"This is the go-to book for those interested in solving nonconvex problems"--
Beschreibung:Includes bibliographical references and indexes
Beschreibung:1 Online-Ressource (xviii + 531 Seiten)
ISBN:9781611976991
DOI:10.1137/1.9781611976991

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