Ebook377 pages7 hours
Constrained Optimization and Lagrange Multiplier Methods
Rating: 0 out of 5 stars
()
About this ebook
Computer Science and Applied Mathematics: Constrained Optimization and Lagrange Multiplier Methods focuses on the advancements in the applications of the Lagrange multiplier methods for constrained minimization. The publication first offers information on the method of multipliers for equality constrained problems and the method of multipliers for inequality constrained and nondifferentiable optimization problems. Discussions focus on approximation procedures for nondifferentiable and ill-conditioned optimization problems; asymptotically exact minimization in the methods of multipliers; duality framework for the method of multipliers; and the quadratic penalty function method. The text then examines exact penalty methods, including nondifferentiable exact penalty functions; linearization algorithms based on nondifferentiable exact penalty functions; differentiable exact penalty functions; and local and global convergence of Lagrangian methods. The book ponders on the nonquadratic penalty functions of convex programming. Topics include large scale separable integer programming problems and the exponential method of multipliers; classes of penalty functions and corresponding methods of multipliers; and convergence analysis of multiplier methods. The text is a valuable reference for mathematicians and researchers interested in the Lagrange multiplier methods.
Related to Constrained Optimization and Lagrange Multiplier Methods
Related ebooks
Dynamic Programming and Stochastic Control Rating: 3 out of 5 stars3/5Multiobjective Programming and Planning Rating: 0 out of 5 stars0 ratingsPattern Classification Rating: 4 out of 5 stars4/5Discrete Optimization Rating: 0 out of 5 stars0 ratingsOptimal Transport Methods in Economics Rating: 5 out of 5 stars5/5Optimization Techniques in Statistics Rating: 0 out of 5 stars0 ratingsRandom Signal Analysis in Engineering Systems Rating: 0 out of 5 stars0 ratingsMathematical Techniques of Applied Probability: Discrete Time Models: Basic Theory Rating: 5 out of 5 stars5/5Dynamic Programming and Its Application to Optimal Control Rating: 0 out of 5 stars0 ratingsMatrix Calculus Rating: 5 out of 5 stars5/5Mathematical Tools for Applied Multivariate Analysis Rating: 5 out of 5 stars5/5Multivariate Statistical Inference Rating: 5 out of 5 stars5/5Matrices, Moments and Quadrature with Applications Rating: 5 out of 5 stars5/5Quadratic Form Theory and Differential Equations Rating: 0 out of 5 stars0 ratingsDynamic Programming: Sequential Scientific Management Rating: 0 out of 5 stars0 ratingsRepresentations of Lie Groups, Kyoto, Hiroshima, 1986 Rating: 0 out of 5 stars0 ratingsIntroduction to Real Analysis: An Educational Approach Rating: 0 out of 5 stars0 ratingsModern Dimension Theory Rating: 0 out of 5 stars0 ratingsStochastic Integrals Rating: 0 out of 5 stars0 ratingsStochastic Analysis of Mixed Fractional Gaussian Processes Rating: 0 out of 5 stars0 ratingsGraphs, Dynamic Programming and Finite Games Rating: 0 out of 5 stars0 ratingsIntroduction to Probability Rating: 3 out of 5 stars3/5Algebraic Geometry and Commutative Algebra: In Honor of Masayoshi Nagata Rating: 0 out of 5 stars0 ratingsDynamic Programming and the Calculus of Variations Rating: 0 out of 5 stars0 ratingsTheory of Games and Statistical Decisions Rating: 4 out of 5 stars4/5General Equilibrium Theory of Value Rating: 0 out of 5 stars0 ratingsLie Algebras: Theory and Algorithms Rating: 0 out of 5 stars0 ratings
Mathematics For You
Quantum Physics for Beginners Rating: 4 out of 5 stars4/5The Little Book of Mathematical Principles, Theories & Things Rating: 3 out of 5 stars3/5My Best Mathematical and Logic Puzzles Rating: 5 out of 5 stars5/5The Everything Guide to Algebra: A Step-by-Step Guide to the Basics of Algebra - in Plain English! Rating: 4 out of 5 stars4/5Basic Math & Pre-Algebra For Dummies Rating: 4 out of 5 stars4/5Algebra - The Very Basics Rating: 5 out of 5 stars5/5Standard Deviations: Flawed Assumptions, Tortured Data, and Other Ways to Lie with Statistics Rating: 4 out of 5 stars4/5Relativity: The special and the general theory Rating: 5 out of 5 stars5/5Real Estate by the Numbers: A Complete Reference Guide to Deal Analysis Rating: 0 out of 5 stars0 ratingsMental Math Secrets - How To Be a Human Calculator Rating: 5 out of 5 stars5/5The Math Book: From Pythagoras to the 57th Dimension, 250 Milestones in the History of Mathematics Rating: 3 out of 5 stars3/5Calculus Made Easy Rating: 4 out of 5 stars4/5The Thirteen Books of the Elements, Vol. 1 Rating: 0 out of 5 stars0 ratingsGame Theory: A Simple Introduction Rating: 4 out of 5 stars4/5The Golden Ratio: The Divine Beauty of Mathematics Rating: 5 out of 5 stars5/5Limitless Mind: Learn, Lead, and Live Without Barriers Rating: 4 out of 5 stars4/5Introducing Game Theory: A Graphic Guide Rating: 4 out of 5 stars4/5Sneaky Math: A Graphic Primer with Projects Rating: 0 out of 5 stars0 ratingsAlgebra I Workbook For Dummies Rating: 3 out of 5 stars3/5A Mind for Numbers | Summary Rating: 4 out of 5 stars4/5Algebra I For Dummies Rating: 4 out of 5 stars4/5Geometry For Dummies Rating: 5 out of 5 stars5/5The Math of Life and Death: 7 Mathematical Principles That Shape Our Lives Rating: 4 out of 5 stars4/5See Ya Later Calculator: Simple Math Tricks You Can Do in Your Head Rating: 4 out of 5 stars4/5Alan Turing: The Enigma: The Book That Inspired the Film The Imitation Game - Updated Edition Rating: 4 out of 5 stars4/5Is God a Mathematician? Rating: 4 out of 5 stars4/5
Reviews for Constrained Optimization and Lagrange Multiplier Methods
Rating: 0 out of 5 stars
0 ratings
0 ratings0 reviews
Book preview
Constrained Optimization and Lagrange Multiplier Methods - Dimitri P. Bertsekas
ޤ[ book_preview_excerpt.html
Enjoying the preview?
Page 1 of 1