Newton-Type Methods for Optimization and Variational Problems

Language: English

Published by Springer International Publishing AG, CH, 2014

3319042467 / 9783319042466

Series: Book 26 of 43 - Springer Series in Operations Research and Financial Engineering

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This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.…

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Title
Newton-Type Methods for Optimization and Variational Problems
Author
Alexey F. Izmailov, Mikhail V. Solodov
Publisher
Springer International Publishing AG, CH
Publication year
2014
Condition
New
Binding
Hardback
Language
English
ISBN 10
3319042467
ISBN 13
9783319042466
Edition
2014 ed.
Series
Book 26 of 43: Springer Series in Operations Research and Financial Engineering

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