Trust-region methods:
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Bibliographische Detailangaben
Hauptverfasser: Conn, Andrew R. (VerfasserIn), Gould, Nicholas I. M. 1957- (VerfasserIn), Toint, Philippe L. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Philadelphia, Pa. Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104) 2000
Schriftenreihe:MPS-SIAM series on optimization 1
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Beschreibung:Mode of access: World Wide Web. - System requirements: Adobe Acrobat Reader
Includes bibliographical references (p. 813-934) and index
Preface -- 1. Introduction -- Part I. Preliminaries -- 2. Basic concepts -- 3. Basic analysis and optimality conditions -- 4. Basic linear algebra -- 5. Krylov subspace methods -- Part II. Trust-region methods for unconstrained optimization -- 6. Global convergence of the basic algorithm -- 7. The trust-region subproblem -- 8. Further convergence theory issues -- 9. Conditional models -- 10. Algorithmic extensions -- 11. Nonsmooth problems -- Part III. Trust-region methods for constrained optimization with convex constraints -- 12. Projection methods for convex constraints -- 13. Barrier methods for inequality constraints -- Part IV. Trust-region methods for general constrained optimization and systems of nonlinear equations -- 14. Penalty-function methods -- 15. Sequential quadratic programming methods -- 16. Nonlinear equations and nonlinear fitting -- Part V. Final considerations -- 17. Practicalities -- Afterword -- Appendix. A summary of assumptions -- Annotated bibliography -- Subject and notation index -- Author index
This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization
Beschreibung:1 Online-Ressource (xix, 959 Seiten)
ISBN:9780898714609
0898714605
DOI:10.1137/1.9780898719857

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