Nonsmooth Vector Functions and Continuous Optimization

Nonsmooth Vector Functions and Continuous Optimization PDF Author: V. Jeyakumar
Publisher: Springer Science & Business Media
ISBN: 0387737170
Category : Mathematics
Languages : en
Pages : 277

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Book Description
Focusing on the study of nonsmooth vector functions, this book presents a comprehensive account of the calculus of generalized Jacobian matrices and their applications to continuous nonsmooth optimization problems, as well as variational inequalities in finite dimensions. The treatment is motivated by a desire to expose an elementary approach to nonsmooth calculus, using a set of matrices to replace the nonexistent Jacobian matrix of a continuous vector function.

Nonsmooth Vector Functions and Continuous Optimization

Nonsmooth Vector Functions and Continuous Optimization PDF Author: V. Jeyakumar
Publisher: Springer Science & Business Media
ISBN: 0387737170
Category : Mathematics
Languages : en
Pages : 277

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Book Description
Focusing on the study of nonsmooth vector functions, this book presents a comprehensive account of the calculus of generalized Jacobian matrices and their applications to continuous nonsmooth optimization problems, as well as variational inequalities in finite dimensions. The treatment is motivated by a desire to expose an elementary approach to nonsmooth calculus, using a set of matrices to replace the nonexistent Jacobian matrix of a continuous vector function.

Functional Analysis and Continuous Optimization

Functional Analysis and Continuous Optimization PDF Author: José M. Amigó
Publisher: Springer Nature
ISBN: 3031300149
Category : Mathematics
Languages : en
Pages : 273

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Book Description
The book includes selected contributions presented at the "International Meeting on Functional Analysis and Continuous Optimization" held in Elche (Spain) on June 16–17, 2022. Its contents cover very recent results in functional analysis, continuous optimization and the interplay between these disciplines. Therefore, this book showcases current research on functional analysis and optimization with individual contributions, as well as new developments in both areas. As a result, the reader will find useful information and stimulating ideas.

Optimization by Vector Space Methods

Optimization by Vector Space Methods PDF Author: David G. Luenberger
Publisher: John Wiley & Sons
ISBN: 9780471181170
Category : Technology & Engineering
Languages : en
Pages : 348

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Book Description
Engineers must make decisions regarding the distribution of expensive resources in a manner that will be economically beneficial. This problem can be realistically formulated and logically analyzed with optimization theory. This book shows engineers how to use optimization theory to solve complex problems. Unifies the large field of optimization with a few geometric principles. Covers functional analysis with a minimum of mathematics. Contains problems that relate to the applications in the book.

Anintroduction to Continuous Optimization / Second Edition

Anintroduction to Continuous Optimization / Second Edition PDF Author: Niclas Andreasson
Publisher: Studentlitteratur AB
ISBN: 9789144060774
Category : Mathematics
Languages : en
Pages : 484

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Book Description
Optimisation, or mathematical programming, is a fundamental subject within decision science and operations research, in which mathematical decision models are constructed, analysed, and solved. The books focus lies on providing a basis for the analysis of optimisation models and of candidate optimal solutions for continuous optimisation models. The main part of the mathematical material therefore concerns the analysis and linear algebra that underlie the workings of convexity and duality, and necessary/sufficient local/global optimality conditions for continuous optimisation problems. Natural algorithms are then developed from these optimality conditions, and their most important convergence characteristics are analysed. The book answers many more questions of the form Why? and Why not? than How?. We use only elementary mathematics in the development of the book, yet are rigorous throughout. The book provides lecture, exercise and reading material for a first course on continuous optimisation and mathematical programming, geared towards third-year students, and has already been used as such for nearly ten years. The preface to the second edition describes the main changes made since the first, 2005, edition. The book can be used in mathematical optimisation courses at any mathematics, engineering, economics, and business schools. It is a perfect starting book for anyone who wishes to develop his/her understanding of the subject of optimisation, before actually applying it.

Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems PDF Author: J.Frederic Bonnans
Publisher: Springer Science & Business Media
ISBN: 1461213940
Category : Mathematics
Languages : en
Pages : 618

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Book Description
A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.

Global Optimization in Action

Global Optimization in Action PDF Author: János D. Pintér
Publisher: Springer Science & Business Media
ISBN: 1475725027
Category : Mathematics
Languages : en
Pages : 481

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Book Description
In science, engineering and economics, decision problems are frequently modelled by optimizing the value of a (primary) objective function under stated feasibility constraints. In many cases of practical relevance, the optimization problem structure does not warrant the global optimality of local solutions; hence, it is natural to search for the globally best solution(s). Global Optimization in Action provides a comprehensive discussion of adaptive partition strategies to solve global optimization problems under very general structural requirements. A unified approach to numerous known algorithms makes possible straightforward generalizations and extensions, leading to efficient computer-based implementations. A considerable part of the book is devoted to applications, including some generic problems from numerical analysis, and several case studies in environmental systems analysis and management. The book is essentially self-contained and is based on the author's research, in cooperation (on applications) with a number of colleagues. Audience: Professors, students, researchers and other professionals in the fields of operations research, management science, industrial and applied mathematics, computer science, engineering, economics and the environmental sciences.

An Introduction to Continuous Optimization

An Introduction to Continuous Optimization PDF Author: Niclas Andreasson
Publisher: Courier Dover Publications
ISBN: 0486802876
Category : Mathematics
Languages : en
Pages : 515

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Book Description
This treatment focuses on the analysis and algebra underlying the workings of convexity and duality and necessary/sufficient local/global optimality conditions for unconstrained and constrained optimization problems. 2015 edition.

Stochastic Optimization in Continuous Time

Stochastic Optimization in Continuous Time PDF Author: Fwu-Ranq Chang
Publisher: Cambridge University Press
ISBN: 1139452223
Category : Business & Economics
Languages : en
Pages : 346

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Book Description
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions.

Convex Analysis and Nonlinear Optimization

Convex Analysis and Nonlinear Optimization PDF Author: Jonathan Borwein
Publisher: Springer Science & Business Media
ISBN: 0387312560
Category : Mathematics
Languages : en
Pages : 316

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Book Description
Optimization is a rich and thriving mathematical discipline, and the underlying theory of current computational optimization techniques grows ever more sophisticated. This book aims to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. Each section concludes with an often extensive set of optional exercises. This new edition adds material on semismooth optimization, as well as several new proofs.

Functional Analysis and Continuous Optimization

Functional Analysis and Continuous Optimization PDF Author: José M. Amigó
Publisher:
ISBN: 9783031300158
Category :
Languages : en
Pages : 0

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Book Description
The book includes selected contributions presented at the "International Meeting on Functional Analysis and Continuous Optimization" held in Elche (Spain) on June 16-17, 2022. Its contents cover very recent results in functional analysis, continuous optimization and the interplay between these disciplines. Therefore, this book showcases current research on functional analysis and optimization with individual contributions, as well as new developments in both areas. As a result, the reader will find useful information and stimulating ideas.