Convex Analysis and Minimization Algorithms II

Advanced Theory and Bundle Methods

Inbunden, Engelska, 1993

Av Jean-Baptiste Hiriart-Urruty, Claude Lemarechal

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From the reviews: This is the second book of a two-volume series...Its subtitle is "Advanced theory and bundle methods", which reflects the main contents of the book. This volume contains an excellent exposition of advanced numerical algorithms in convex optimization based on classical and new developments in convex analysis. There are two major themes in this volume: bundle methods and approximate subdifferentials...The authors provide excellent bibliographical comments; ...Mathematical Reviews

Produktinformation

Utgivningsdatum1993-10-21
Mått155 x 235 x undefined mm
FormatInbunden
SpråkEngelska
SerieGrundlehren der mathematischen Wissenschaften
Antal sidor348
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540568520

Tillhör följande kategorier

IX. Inner Construction of the Subdifferential.- X. Conjugacy in Convex Analysis.- XI. Approximate Subdifferentials of Convex Functions.- XII. Abstract Duality for Practitioners.- XIII. Methods of ?-Descent.- XIV. Dynamic Construction of Approximate Subdifferentials: Dual Form of Bundle Methods.- XV. Acceleration of the Cutting-Plane Algorithm: Primal Forms of Bundle Methods.- Bibliographical Comments.- References.

From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and numerical practitioners alike...they contain everything from rigorous proofs to tables of numerical calculations... one of the strong features of these books... [is] that they are designed not for the expert, but for those who wish to learn the subject matter starting from little or no background...there are numerous examples, and counter-examples, to back up the theory...To my knowledge, no other authors have given such a clear geometric account of convex analysis." "This innovative text is well written, copiously illustrated, and accessible to a wide audience"