Abstract Convexity and Global Optimization:
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Bibliographic Details
Main Author: Rubinov, Alexander (Author)
Format: Electronic eBook
Language:English
Published: Boston, MA Springer US 2000
Series:Nonconvex Optimization and Its Applications 44
Subjects:
Online Access:Volltext
Item Description:Special tools are required for examining and solving optimization problems. The main tools in the study of local optimization are classical calculus and its modern generalizions which form nonsmooth analysis. The gradient and various kinds of generalized derivatives allow us to accomplish a local approximation of a given function in a neighbourhood of a given point. This kind of approximation is very useful in the study of local extrema. However, local approximation alone cannot help to solve many problems of global optimization, so there is a clear need to develop special global tools for solving these problems. The simplest and most well-known area of global and simultaneously local optimization is convex programming. The fundamental tool in the study of convex optimization problems is the subgradient, which actually plays both a local and global role. First, a subgradient of a convex function f at a point x carries out a local approximation of f in a neighbourhood of x. Second, the subgradient permits the construction of an affine function, which does not exceed f over the entire space and coincides with f at x. This affine function h is called a support function. Since f(y) ~ h(y) for ally, the second role is global. In contrast to a local approximation, the function h will be called a global affine support
Physical Description:1 Online-Ressource (XVIII, 493 p)
ISBN:9781475732009
9781441948311
ISSN:1571-568X
DOI:10.1007/978-1-4757-3200-9

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