Mathematical Programming at Oberwolfach II PDF Download
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Author: Bernhard H. Korte
Publisher:
ISBN: 9780044876915
Category : Mathematical optimization
Languages : en
Pages : 0
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Book Description
Author: Bernhard H. Korte
Publisher:
ISBN: 9780044876915
Category : Mathematical optimization
Languages : en
Pages : 0
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Book Description
Author: M. L. Balinski
Publisher: North Holland
ISBN:
Category : Mathematics
Languages : en
Pages : 268
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Book Description
Author: Heinz König
Publisher:
ISBN:
Category : Programming (Mathematics)
Languages : en
Pages : 268
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Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
![Mathematical programming at Oberwolfach. [1] PDF](https://books.google.com/books/content/images/frontcover/I0TwmQEACAAJ?fife=w80-h100)
Author: Bernhard Korte
Publisher:
ISBN:
Category :
Languages : nl
Pages : 257
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Author: H. König
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Author: Heinz König
Publisher:
ISBN: 9780720483000
Category :
Languages : en
Pages : 0
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Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 257
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Book Description
Author: W. Oettli
Publisher: Springer Science & Business Media
ISBN: 3642463290
Category : Business & Economics
Languages : de
Pages : 310
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Book Description
The variable metric algorithm is widely recognised as one of the most efficient ways of solving the following problem:- Locate x* a local minimum point n ( 1) of f(x) x E R Considerable attention has been given to the study of the convergence prop- ties of this algorithm especially for the case where analytic expressions are avai- ble for the derivatives g. = af/ax. i 1 ••• n • (2) ~ ~ In particular we shall mention the results of Wolfe (1969) and Powell (1972), (1975). Wolfe established general conditions under which a descent algorithm will converge to a stationary point and Powell showed that two particular very efficient algorithms that cannot be shown to satisfy \,olfe's conditions do in fact converge to the minimum of convex functions under certain conditions. These results will be st- ed more completely in Section 2. In most practical problems analytic expressions for the gradient vector g (Equ. 2) are not available and numerical derivatives are subject to truncation error. In Section 3 we shall consider the effects of these errors on Wolfe's convergent prop- ties and will discuss possible modifications of the algorithms to make them reliable in these circumstances. The effects of rounding error are considered in Section 4, whilst in Section 5 these thoughts are extended to include the case of on-line fu- tion minimisation where each function evaluation is subject to random noise.
Author: Harold William Kuhn
Publisher: Princeton University Press
ISBN: 1400869935
Category : Mathematics
Languages : en
Pages : 627
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Book Description
This volume contains thirty-three selected general research papers devoted to the theory and application of the mathematics of constrained optimization, including linear programming and its extensions to convex programming, general nonlinear programming, integer programming, and programming under uncertainty. Originally published in 1971. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
