Patriksson, Michael

Nonlinear programming and variational inequality problems : a unified approach / by Michael Patriksson - Dordrecht ; Boston : Kluwer Academic Publishers, ©1999. - xiv, 334 p. : ill. ; 25 cm. - Applied optimization, v. 23. .


"The framework of algorithms presented in this book is called Cost Approximation. It describes, for a given formulation of a variational inequality or nonlinear programming problem, an algorithm by means of approximating mappings and problems, a principle for the update of the iteration points, and a merit function which guides and monitors the convergence of the algorithm. One purpose of the book is to offer this framework as an intuitively appealing tool for describing an algorithm. Another purpose is to provide a convergence analysis of the algorithms in the framework."--BOOK JACKET. "The book will be of interest to all researchers in the field (it includes over 800 references) and can also be used for advanced courses in nonlinear optimization with the possibility of being oriented either to algorithm theory or to numerical aspects of large-scale nonlinear optimization."--BOOK JACKET.

9781441948069


Variational inequalities (Mathematics)
Niet-lineaire programmering.

515.64 / PAR/N