Optimization: Theory and Algorithms

by Jean-Bapiste Hiriart-Urruty, Werner Oettli, Josef Stoer

Overview

This book is concerned with tangent cones, duality formulas, a generalized concept of conjugation, and the notion of maxi-minimizing sequence for a saddle-point problem, and deals more with algorithms in optimization. It focuses on the multiple exchange algorithm in convex programming.

Product Details

ISBN-13:	9780824770198
Publisher:	Taylor & Francis
Publication date:	08/17/1983
Series:	Lecture Notes in Pure and Applied Mathematics , #86
Pages:	272
Product dimensions:	7.00(w) x 10.00(h) x (d)

About the Author

Jean-Baptiste Hiriart-Urruty is a Professor of Mathematics at Universite Paul Sabatier, Toulouse France, Werner Oettli is a Professor of Mathematics at Universitat Mannhelm, Germany, Josef Stoeris a Professor of Applied Mathematics at Universitat Wurzburg, Germany.

Table of Contents

I: Theory 1. Hypertangent Cones for a Special Class of Sets 2. Optimization by Level Set Methods I : Duality Formulae 3. A Generalized Concept of Conjugation 4. Well-Posed Saddle Point Problems 5. Continuity Properties of Performance Functions 6. On a General Formulation of the Hahn-Banach Principle with Application to Optimization Theory 7. A Note on the Chebyshev e-Approximation Problem II: Algorithms 8. A Multiple Exchange Algorithm in Convex Programming 9. Algorithmes Pour Extraire Une Sous-Suite Convergente D'UNE Suite Non Convergente 10. The n-Step Square Convergence of Some Minimization Algorithms Related to Powell's Derivative Free Method III: Applications 11. Optimal Reconstruction of Surfaces Using Parametric Spline Functions 12. On the Penalty Method for Constrained Variational Inequalities 13. Bang-Bang-Controls for Time-Optimal Parabolic Boundary Control Problems with Integral State Constraints 14. Static and Dynamic Loads, Pointwise Constraint in Structural Optimization 15. Estimation and Control in Finite State Discounted Dynamic Programming