عنوان

Lagrange-type Functions in Constrained Non-Convex Optimization

شابک

9781441991720

شابک

9781461348214

شماره

b403097

عنوان اصلي

Lagrange-type Functions in Constrained Non-Convex Optimization

نام عام مواد

[Book]

نام نخستين پديدآور

by Alexander Rubinov, Xiaoqi Yang.

محل نشرو پخش و غیره

Boston, MA :

نام ناشر، پخش کننده و غيره

Imprint: Springer,

تاریخ نشرو بخش و غیره

2003.

عنوان فروست

Applied Optimization,

مشخصه جلد

85

شاپا ي ISSN فروست

1384-6485 ;

متن يادداشت

Lagrange and penalty function methods provide a powerful approach, both as a theoretical tool and a computational vehicle, for the study of constrained optimization problems. However, for a nonconvex constrained optimization problem, the classical Lagrange primal-dual method may fail to find a mini mum as a zero duality gap is not always guaranteed. A large penalty parameter is, in general, required for classical quadratic penalty functions in order that minima of penalty problems are a good approximation to those of the original constrained optimization problems. It is well-known that penaity functions with too large parameters cause an obstacle for numerical implementation. Thus the question arises how to generalize classical Lagrange and penalty functions, in order to obtain an appropriate scheme for reducing constrained optimiza tion problems to unconstrained ones that will be suitable for sufficiently broad classes of optimization problems from both the theoretical and computational viewpoints. Some approaches for such a scheme are studied in this book. One of them is as follows: an unconstrained problem is constructed, where the objective function is a convolution of the objective and constraint functions of the original problem. While a linear convolution leads to a classical Lagrange function, different kinds of nonlinear convolutions lead to interesting generalizations. We shall call functions that appear as a convolution of the objective function and the constraint functions, Lagrange-type functions.

شماره استاندارد بين المللي کتاب و موسيقي

9781461348214

عنوان

Springer eBooks

موضوع مستند نشده

Discrete groups.

موضوع مستند نشده

Mathematical optimization.

موضوع مستند نشده

Mathematics.

مستند نام اشخاص تاييد نشده

Rubinov, Alexander.

مستند نام اشخاص تاييد نشده

Yang, Xiaoqi.

مستند نام تنالگان تاييد نشده

SpringerLink (Online service)

تاريخ عمليات

20190307154800.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y