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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Bibliographic Details
Main Authors: Cartis, Coralia (Author), Gould, Nicholas I. M. 1957- (Author), Toint, Philippe L. (Author)
Format: Electronic eBook
Language:English
Published: Philadelphia SIAM, Society for Industrial and Applied Mathematics [2022]
Philadelphia Mathematical Optimization Society [2022]
Series:MOS-Siam series on optimization 30
Subjects:
Online Access:DE-91
DE-20
DE-706
DE-29
URL des Erstveröffentlichers
Summary: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"--
Item Description:Includes bibliographical references and indexes
Physical Description:1 Online-Ressource (xviii + 531 Seiten)
ISBN:9781611976991
DOI:10.1137/1.9781611976991