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Stationarity and Convergence in Reduce-or-Retreat Minimization

  • Book
  • © 2012

Overview

Authors:
  1. Adam B. Levy

    1. Bowdoin College, Brunswick, USA

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  • Analyzes an innovative unifying framework for a wide variety of numerical methods? in optimization
  • Inspires new convergence analyses for existing methods in numerical optimization?
  • Extends and broadens the traditional convergence analyses

Part of the book series: SpringerBriefs in Optimization (BRIEFSOPTI)

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Table of contents (3 chapters)

  1. Front Matter

    Pages i-xii
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  2. A Framework for Reduce-or-Retreat Minimization

    • Adam B. Levy
    Pages 1-11

  3. Particular Reduce-or-Retreat Methods

    • Adam B. Levy
    Pages 13-42

  4. Scenario Analysis

    • Adam B. Levy
    Pages 43-53

  5. Back Matter

    Pages 55-55
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Keywords

About this book

​​​​​​ Stationarity and Convergence in Reduce-or-Retreat Minimization presents and analyzes a unifying framework for a wide variety of numerical methods in optimization. The author’s “reduce-or-retreat” framework is a conceptual method-outline that covers any method whose iterations choose between reducing the objective in some way at a trial point, or retreating to a closer set of trial points. The alignment of various derivative-based methods within the same framework encourages the construction of new methods, and inspires new theoretical developments as companions to results from across traditional divides. The text illustrates the former by developing two generalizations of classic derivative-based methods which accommodate non-smooth objectives, and the latter by analyzing these two methods in detail along with a pattern-search method and the famous Nelder-Mead method.In addition to providing a bridge for theory through the “reduce-or-retreat” framework, this monograph extends and broadens the traditional convergence analyses in several ways. Levy develops a generalized notion of approaching stationarity which applies to non-smooth objectives, and explores the roles of the descent and non-degeneracy conditions in establishing this property. The traditional analysis is broadened by considering “situational” convergence of different elements computed at each iteration of a reduce-or-retreat method. The “reduce-or-retreat” framework described in this text covers specialized minimization methods, some general methods for minimization and a direct search method, while providing convergence analysis which complements and expands existing results.​ ​

Authors and Affiliations

  • Bowdoin College, Brunswick, USA

    Adam B. Levy

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