Numerical optimization with computational errors /

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Bibliographic Details
Author / Creator:Zaslavski, Alexander J., author.
Imprint:Switzerland : Springer, 2016.
Description:1 online resource (ix, 304 pages)
Language:English
Series:Springer optimization and its applications, 1931-6828 ; volume 108
Springer optimization and its applications ; v. 108.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11254927
Hidden Bibliographic Details
ISBN:9783319309217
3319309218
331930920X
9783319309200
9783319309200
Digital file characteristics:text file PDF
Notes:Includes bibliographical references and index.
Online resource; title from PDF title page (SpringerLink, viewed April 26, 2016).
Summary:This book studies the approximate solutions of optimization problems in the presence of computational errors. A number of results are presented on the convergence behavior of algorithms in a Hilbert space; these algorithms are examined taking into account computational errors. The author illustrates that algorithms generate a good approximate solution, if computational errors are bounded from above by a small positive constant. Known computational errors are examined with the aim of determining an approximate solution. Researchers and students interested in the optimization theory and its applications will find this book instructive and informative. This monograph contains 16 chapters; including a chapters devoted to the subgradient projection algorithm, the mirror descent algorithm, gradient projection algorithm, the Weiszfelds method, constrained convex minimization problems, the convergence of a proximal point method in a Hilbert space, the continuous subgradient method, penalty methods and Newton?s method.
Other form:Printed edition: 9783319309200
Standard no.:10.1007/978-3-319-30921-7