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Springer Series in Operations Research and Financial Engineering

Newton-Type Methods for Optimization and Variational Problems

Authors: Izmailov, Alexey F., Solodov, Mikhail V

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  • Offers new approaches to optimization algorithms through Newtonian methods
  • Relevant to researchers in Optimization and Variational Analysis
  • Provides a unified view of classical as well as recent developments in the field of Newton-type methods
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eBook 91,62 €
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  • ISBN 978-3-319-04247-3
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Hardcover 124,79 €
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  • ISBN 978-3-319-04246-6
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Softcover 114,39 €
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  • ISBN 978-3-319-35384-5
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About this book

This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.

Reviews

“This book covers Newton-type methods (in a broad sense) for the solution of optimization and variational problems (like variational inequalities and complementarity problems). … Several results presented in this book are new and based on recent publications, and cannot be found in any other monograph. … a useful reference for researchers and graduate students working in the field of optimization and variational analysis.” (Christian Kanzow, Mathematical Reviews, July, 2015)

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook 91,62 €
price for Spain (gross)
  • ISBN 978-3-319-04247-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 124,79 €
price for Spain (gross)
  • ISBN 978-3-319-04246-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-35384-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Newton-Type Methods for Optimization and Variational Problems
Authors
Series Title
Springer Series in Operations Research and Financial Engineering
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-04247-3
DOI
10.1007/978-3-319-04247-3
Hardcover ISBN
978-3-319-04246-6
Softcover ISBN
978-3-319-35384-5
Series ISSN
1431-8598
Edition Number
1
Number of Pages
XIX, 573
Number of Illustrations
29 b/w illustrations, 1 illustrations in colour
Topics