Nonlinear Optimization in Finite Dimensions

Nonlinear Optimization in Finite Dimensions PDF Author: Hubertus Th. Jongen
Publisher: Springer Science & Business Media
ISBN: 1461500176
Category : Mathematics
Languages : en
Pages : 516

Get Book Here

Book Description
At the heart of the topology of global optimization lies Morse Theory: The study of the behaviour of lower level sets of functions as the level varies. Roughly speaking, the topology of lower level sets only may change when passing a level which corresponds to a stationary point (or Karush-Kuhn Tucker point). We study elements of Morse Theory, both in the unconstrained and constrained case. Special attention is paid to the degree of differentiabil ity of the functions under consideration. The reader will become motivated to discuss the possible shapes and forms of functions that may possibly arise within a given problem framework. In a separate chapter we show how certain ideas may be carried over to nonsmooth items, such as problems of Chebyshev approximation type. We made this choice in order to show that a good under standing of regular smooth problems may lead to a straightforward treatment of "just" continuous problems by means of suitable perturbation techniques, taking a priori nonsmoothness into account. Moreover, we make a focal point analysis in order to emphasize the difference between inner product norms and, for example, the maximum norm. Then, specific tools from algebraic topol ogy, in particular homology theory, are treated in some detail. However, this development is carried out only as far as it is needed to understand the relation between critical points of a function on a manifold with structured boundary. Then, we pay attention to three important subjects in nonlinear optimization.

Nonlinear Optimization in Finite Dimensions

Nonlinear Optimization in Finite Dimensions PDF Author: Hubertus Th. Jongen
Publisher: Springer Science & Business Media
ISBN: 1461500176
Category : Mathematics
Languages : en
Pages : 516

Get Book Here

Book Description
At the heart of the topology of global optimization lies Morse Theory: The study of the behaviour of lower level sets of functions as the level varies. Roughly speaking, the topology of lower level sets only may change when passing a level which corresponds to a stationary point (or Karush-Kuhn Tucker point). We study elements of Morse Theory, both in the unconstrained and constrained case. Special attention is paid to the degree of differentiabil ity of the functions under consideration. The reader will become motivated to discuss the possible shapes and forms of functions that may possibly arise within a given problem framework. In a separate chapter we show how certain ideas may be carried over to nonsmooth items, such as problems of Chebyshev approximation type. We made this choice in order to show that a good under standing of regular smooth problems may lead to a straightforward treatment of "just" continuous problems by means of suitable perturbation techniques, taking a priori nonsmoothness into account. Moreover, we make a focal point analysis in order to emphasize the difference between inner product norms and, for example, the maximum norm. Then, specific tools from algebraic topol ogy, in particular homology theory, are treated in some detail. However, this development is carried out only as far as it is needed to understand the relation between critical points of a function on a manifold with structured boundary. Then, we pay attention to three important subjects in nonlinear optimization.

Nonlinear optimization in finite-dimensional spaces

Nonlinear optimization in finite-dimensional spaces PDF Author: Ulrich Hornung
Publisher:
ISBN:
Category :
Languages : de
Pages : 89

Get Book Here

Book Description


Convexity and Optimization in Finite Dimensions I

Convexity and Optimization in Finite Dimensions I PDF Author: Josef Stoer
Publisher: Springer Science & Business Media
ISBN: 3642462162
Category : Mathematics
Languages : en
Pages : 306

Get Book Here

Book Description
Dantzig's development of linear programming into one of the most applicable optimization techniques has spread interest in the algebra of linear inequalities, the geometry of polyhedra, the topology of convex sets, and the analysis of convex functions. It is the goal of this volume to provide a synopsis of these topics, and thereby the theoretical back ground for the arithmetic of convex optimization to be treated in a sub sequent volume. The exposition of each chapter is essentially independent, and attempts to reflect a specific style of mathematical reasoning. The emphasis lies on linear and convex duality theory, as initiated by Gale, Kuhn and Tucker, Fenchel, and v. Neumann, because it represents the theoretical development whose impact on modern optimi zation techniques has been the most pronounced. Chapters 5 and 6 are devoted to two characteristic aspects of duality theory: conjugate functions or polarity on the one hand, and saddle points on the other. The Farkas lemma on linear inequalities and its generalizations, Motzkin's description of polyhedra, Minkowski's supporting plane theorem are indispensable elementary tools which are contained in chapters 1, 2 and 3, respectively. The treatment of extremal properties of polyhedra as well as of general convex sets is based on the far reaching work of Klee. Chapter 2 terminates with a description of Gale diagrams, a recently developed successful technique for exploring polyhedral structures.

Introduction to the Theory of Nonlinear Optimization

Introduction to the Theory of Nonlinear Optimization PDF Author: Johannes Jahn
Publisher: Springer Nature
ISBN: 3030427609
Category : Business & Economics
Languages : en
Pages : 325

Get Book Here

Book Description
This book serves as an introductory text to optimization theory in normed spaces and covers all areas of nonlinear optimization. It presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is expected to have a basic knowledge of linear functional analysis.

Foundations of Optimization

Foundations of Optimization PDF Author: Osman Güler
Publisher: Springer Science & Business Media
ISBN: 0387684077
Category : Business & Economics
Languages : en
Pages : 445

Get Book Here

Book Description
This book covers the fundamental principles of optimization in finite dimensions. It develops the necessary material in multivariable calculus both with coordinates and coordinate-free, so recent developments such as semidefinite programming can be dealt with.

Foundations of Optimization

Foundations of Optimization PDF Author: M. S. Bazaraa
Publisher:
ISBN: 9780387593746
Category : Duality theory (Mathematics)
Languages : en
Pages : 193

Get Book Here

Book Description


Infinite Dimensional Optimization and Control Theory

Infinite Dimensional Optimization and Control Theory PDF Author: Hector O. Fattorini
Publisher: Cambridge University Press
ISBN: 9780521451253
Category : Computers
Languages : en
Pages : 828

Get Book Here

Book Description
Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.

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

Get Book Here

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.

Foundations of Optimization

Foundations of Optimization PDF Author: M. S. Bazaraa
Publisher: Springer Science & Business Media
ISBN: 3642482945
Category : Business & Economics
Languages : en
Pages : 203

Get Book Here

Book Description
Current1y there is a vast amount of literature on nonlinear programming in finite dimensions. The pub1ications deal with convex analysis and severa1 aspects of optimization. On the conditions of optima1ity they deal mainly with generali- tions of known results to more general problems and also with less restrictive assumptions. There are also more general results dealing with duality. There are yet other important publications dealing with algorithmic deve10pment and their applications. This book is intended for researchers in nonlinear programming, and deals mainly with convex analysis, optimality conditions and duality in nonlinear programming. It consolidates the classic results in this area and some of the recent results. The book has been divided into two parts. The first part gives a very comp- hensive background material. Assuming a background of matrix algebra and a senior level course in Analysis, the first part on convex analysis is self-contained, and develops some important results needed for subsequent chapters. The second part deals with optimality conditions and duality. The results are developed using extensively the properties of cones discussed in the first part. This has faci- tated derivations of optimality conditions for equality and inequality constrained problems. Further, minimum-principle type conditions are derived under less restrictive assumptions. We also discuss constraint qualifications and treat some of the more general duality theory in nonlinear programming.

Foundations of Optimization

Foundations of Optimization PDF Author: Osman Güler
Publisher: Springer
ISBN: 9780387563695
Category : Business & Economics
Languages : en
Pages : 0

Get Book Here

Book Description
This book covers the fundamental principles of optimization in finite dimensions. It develops the necessary material in multivariable calculus both with coordinates and coordinate-free, so recent developments such as semidefinite programming can be dealt with.