Books > Science & Mathematics > Mathematics > Optimization
|
Buy Now
Stationarity and Convergence in Reduce-or-Retreat Minimization (Paperback, 2012 ed.)
Loot Price: R1,358
Discovery Miles 13 580
|
|
Stationarity and Convergence in Reduce-or-Retreat Minimization (Paperback, 2012 ed.)
Series: SpringerBriefs in Optimization
Expected to ship within 10 - 15 working days
|
Stationarity and Convergence in Reduce-or-Retreat Minimization
presents and analyzes a unifying framework for a wide variety of
numerical methods in optimization. The author's "reduce-or-retreat"
framework is a conceptual method-outline that covers any method
whose iterations choose between reducing the objective in some way
at a trial point, or retreating to a closer set of trial points.
The alignment of various derivative-based methods within the same
framework encourages the construction of new methods, and inspires
new theoretical developments as companions to results from across
traditional divides. The text illustrates the former by developing
two generalizations of classic derivative-based methods which
accommodate non-smooth objectives, and the latter by analyzing
these two methods in detail along with a pattern-search method and
the famous Nelder-Mead method.In addition to providing a bridge for
theory through the "reduce-or-retreat" framework, this monograph
extends and broadens the traditional convergence analyses in
several ways. Levy develops a generalized notion of approaching
stationarity which applies to non-smooth objectives, and explores
the roles of the descent and non-degeneracy conditions in
establishing this property. The traditional analysis is broadened
by considering "situational" convergence of different elements
computed at each iteration of a reduce-or-retreat method. The
"reduce-or-retreat" framework described in this text covers
specialized minimization methods, some general methods for
minimization and a direct search method, while providing
convergence analysis which complements and expands existing
results.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.