Convex Analysis and Minimization Algorithms II: Advanced Theory and Bundle Methods

ISBN-13: 9783540568520 / Angielski / Twarda / 1993 / 348 str.

Jean-Baptiste Hiriart-Urruty; Claude Lemarechal

Opis

Aimed at analysts and numerical practitioners alike, this book contains everything from rigorous proofs to tables of numerical calculations. It is designed for those who wish to learn the subject matter starting from little or no background.

Recenzje

From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and numerical practitioners alike...they contain everything from rigorous proofs to tables of numerical calculations.... one of the strong features of these books. . . [is] that they are designed not for the expert, but for those who wish to learn the subject matter starting from little or no background...there are numerous examples, and counter-examples, to back up the theory...To my knowledge, no other authors have given such a clear geometric account of convex analysis." "This innovative text is well written, copiously illustrated, and accessible to a wide audience"

Spis treści

IX. Inner Construction of the Subdifferential.- X. Conjugacy in Convex Analysis.- XI. Approximate Subdifferentials of Convex Functions.- XII. Abstract Duality for Practitioners.- XIII. Methods of ?-Descent.- XIV. Dynamic Construction of Approximate Subdifferentials: Dual Form of Bundle Methods.- XV. Acceleration of the Cutting-Plane Algorithm: Primal Forms of Bundle Methods.- Bibliographical Comments.- References.