The Rate of Convergence of a Generalization of Newton's Method

The Rate of Convergence of a Generalization of Newton's Method PDF Author: Youssef Benadada
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 8

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Book Description
Abstract: "We analyze the convergence of a generalization of Newton's method for finding the root of the equation [Theta](t) = 0 in the case where [Theta] is monotone, convex but not differentiable. We prove that the convergence is superlinear and only superlinear. Indeed for all [alpha] [in] (1,2), we exhibit an example where the convergence of the iterates is exactly [alpha].

The Rate of Convergence of a Generalization of Newton's Method

The Rate of Convergence of a Generalization of Newton's Method PDF Author: Youssef Benadada
Publisher:
ISBN:
Category : Convergence
Languages : en
Pages : 8

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Book Description
Abstract: "We analyze the convergence of a generalization of Newton's method for finding the root of the equation [Theta](t) = 0 in the case where [Theta] is monotone, convex but not differentiable. We prove that the convergence is superlinear and only superlinear. Indeed for all [alpha] [in] (1,2), we exhibit an example where the convergence of the iterates is exactly [alpha].

A Generalization of Newton's Method

A Generalization of Newton's Method PDF Author: Billy Ruth LeBouf
Publisher:
ISBN:
Category : Equations, Roots of
Languages : en
Pages : 38

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Book Description


Introductory Lectures on Convex Optimization

Introductory Lectures on Convex Optimization PDF Author: Y. Nesterov
Publisher: Springer Science & Business Media
ISBN: 144198853X
Category : Mathematics
Languages : en
Pages : 253

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Book Description
It was in the middle of the 1980s, when the seminal paper by Kar markar opened a new epoch in nonlinear optimization. The importance of this paper, containing a new polynomial-time algorithm for linear op timization problems, was not only in its complexity bound. At that time, the most surprising feature of this algorithm was that the theoretical pre diction of its high efficiency was supported by excellent computational results. This unusual fact dramatically changed the style and direc tions of the research in nonlinear optimization. Thereafter it became more and more common that the new methods were provided with a complexity analysis, which was considered a better justification of their efficiency than computational experiments. In a new rapidly develop ing field, which got the name "polynomial-time interior-point methods", such a justification was obligatory. Afteralmost fifteen years of intensive research, the main results of this development started to appear in monographs [12, 14, 16, 17, 18, 19]. Approximately at that time the author was asked to prepare a new course on nonlinear optimization for graduate students. The idea was to create a course which would reflect the new developments in the field. Actually, this was a major challenge. At the time only the theory of interior-point methods for linear optimization was polished enough to be explained to students. The general theory of self-concordant functions had appeared in print only once in the form of research monograph [12].

Handbook of Mathematical Methods in Imaging

Handbook of Mathematical Methods in Imaging PDF Author: Otmar Scherzer
Publisher: Springer Science & Business Media
ISBN: 0387929193
Category : Mathematics
Languages : en
Pages : 1626

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Book Description
The Handbook of Mathematical Methods in Imaging provides a comprehensive treatment of the mathematical techniques used in imaging science. The material is grouped into two central themes, namely, Inverse Problems (Algorithmic Reconstruction) and Signal and Image Processing. Each section within the themes covers applications (modeling), mathematics, numerical methods (using a case example) and open questions. Written by experts in the area, the presentation is mathematically rigorous. The entries are cross-referenced for easy navigation through connected topics. Available in both print and electronic forms, the handbook is enhanced by more than 150 illustrations and an extended bibliography. It will benefit students, scientists and researchers in applied mathematics. Engineers and computer scientists working in imaging will also find this handbook useful.

Numerical Methods for Scientists and Engineers

Numerical Methods for Scientists and Engineers PDF Author: Zekeriya Altaç
Publisher: CRC Press
ISBN: 1040132812
Category : Mathematics
Languages : en
Pages : 2042

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Book Description
Numerical Methods for Scientists and Engineers: With Pseudocodes is designed as a primary textbook for a one-semester course on Numerical Methods for sophomore or junior-level students. It covers the fundamental numerical methods required for scientists and engineers, as well as some advanced topics which are left to the discretion of instructors. The objective of the text is to provide readers with a strong theoretical background on numerical methods encountered in science and engineering, and to explain how to apply these methods to practical, real-world problems. Readers will also learn how to convert numerical algorithms into running computer codes. Features: Numerous pedagogic features including exercises, “pros and cons” boxes for each method discussed, and rigorous highlighting of key topics and ideas Suitable as a primary text for undergraduate courses in numerical methods, but also as a reference to working engineers A Pseudocode approach that makes the book accessible to those with different (or no) coding backgrounds, which does not tie instructors to one particular language over another A dedicated website featuring additional code examples, quizzes, exercises, discussions, and more: https://github.com/zaltac/NumMethodsWPseudoCodes A complete Solution Manual and PowerPoint Presentations are available (free of charge) to instructors at www.routledge.com/9781032754741

A History of Complex Dynamics

A History of Complex Dynamics PDF Author: Daniel S. Alexander
Publisher: Springer Science & Business Media
ISBN: 366309197X
Category : Technology & Engineering
Languages : en
Pages : 175

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Book Description
The contemporary study of complex dynamics, which has flourished so much in recent years, is based largely upon work by G. Julia (1918) and P. Fatou (1919/20). The goal of this book is to analyze this work from an historical perspective and show in detail, how it grew out of a corpus regarding the iteration of complex analytic functions. This began with investigations by E. Schröder (1870/71) which he made, when he studied Newton's method. In the 1880's, Gabriel Koenigs fashioned this study into a rigorous body of work and, thereby, influenced a lot the subsequent development. But only, when Fatou and Julia applied set theory as well as Paul Montel's theory of normal families, it was possible to develop a global approach to the iteration of rational maps. This book shows, how this intriguing piece of modern mathematics became reality.

General-Purpose Optimization Through Information Maximization

General-Purpose Optimization Through Information Maximization PDF Author: Alan J. Lockett
Publisher: Springer Nature
ISBN: 3662620073
Category : Computers
Languages : en
Pages : 561

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Book Description
This book examines the mismatch between discrete programs, which lie at the center of modern applied mathematics, and the continuous space phenomena they simulate. The author considers whether we can imagine continuous spaces of programs, and asks what the structure of such spaces would be and how they would be constituted. He proposes a functional analysis of program spaces focused through the lens of iterative optimization. The author begins with the observation that optimization methods such as Genetic Algorithms, Evolution Strategies, and Particle Swarm Optimization can be analyzed as Estimation of Distributions Algorithms (EDAs) in that they can be formulated as conditional probability distributions. The probabilities themselves are mathematical objects that can be compared and operated on, and thus many methods in Evolutionary Computation can be placed in a shared vector space and analyzed using techniques of functional analysis. The core ideas of this book expand from that concept, eventually incorporating all iterative stochastic search methods, including gradient-based methods. Inspired by work on Randomized Search Heuristics, the author covers all iterative optimization methods and not just evolutionary methods. The No Free Lunch Theorem is viewed as a useful introduction to the broader field of analysis that comes from developing a shared mathematical space for optimization algorithms. The author brings in intuitions from several branches of mathematics such as topology, probability theory, and stochastic processes and provides substantial background material to make the work as self-contained as possible. The book will be valuable for researchers in the areas of global optimization, machine learning, evolutionary theory, and control theory.

Dynamical Systems Method and Applications

Dynamical Systems Method and Applications PDF Author: Alexander G. Ramm
Publisher: John Wiley & Sons
ISBN: 111819960X
Category : Mathematics
Languages : en
Pages : 522

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Book Description
Demonstrates the application of DSM to solve a broad range of operator equations The dynamical systems method (DSM) is a powerful computational method for solving operator equations. With this book as their guide, readers will master the application of DSM to solve a variety of linear and nonlinear problems as well as ill-posed and well-posed problems. The authors offer a clear, step-by-step, systematic development of DSM that enables readers to grasp the method's underlying logic and its numerous applications. Dynamical Systems Method and Applications begins with a general introduction and then sets forth the scope of DSM in Part One. Part Two introduces the discrepancy principle, and Part Three offers examples of numerical applications of DSM to solve a broad range of problems in science and engineering. Additional featured topics include: General nonlinear operator equations Operators satisfying a spectral assumption Newton-type methods without inversion of the derivative Numerical problems arising in applications Stable numerical differentiation Stable solution to ill-conditioned linear algebraic systems Throughout the chapters, the authors employ the use of figures and tables to help readers grasp and apply new concepts. Numerical examples offer original theoretical results based on the solution of practical problems involving ill-conditioned linear algebraic systems, and stable differentiation of noisy data. Written by internationally recognized authorities on the topic, Dynamical Systems Method and Applications is an excellent book for courses on numerical analysis, dynamical systems, operator theory, and applied mathematics at the graduate level. The book also serves as a valuable resource for professionals in the fields of mathematics, physics, and engineering.

KWIC Index for Numerical Algebra

KWIC Index for Numerical Algebra PDF Author: Alston Scott Householder
Publisher:
ISBN:
Category : Algebra
Languages : en
Pages : 552

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Book Description


Applications of Functional Analysis and Operator Theory

Applications of Functional Analysis and Operator Theory PDF Author: V. Hutson
Publisher: Elsevier
ISBN: 0080527310
Category : Mathematics
Languages : en
Pages : 442

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Book Description
Functional analysis is a powerful tool when applied to mathematical problems arising from physical situations. The present book provides, by careful selection of material, a collection of concepts and techniques essential for the modern practitioner. Emphasis is placed on the solution of equations (including nonlinear and partial differential equations). The assumed background is limited to elementary real variable theory and finite-dimensional vector spaces. - Provides an ideal transition between introductory math courses and advanced graduate study in applied mathematics, the physical sciences, or engineering - Gives the reader a keen understanding of applied functional analysis, building progressively from simple background material to the deepest and most significant results - Introduces each new topic with a clear, concise explanation - Includes numerous examples linking fundamental principles with applications - Solidifies the reader's understanding with numerous end-of-chapter problems