Lagrange type Functions in Constrained Non Convex Optimization is popular PDF and ePub book, written by Alexander M. Rubinov in 2013-11-27, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Lagrange type Functions in Constrained Non Convex Optimization can be Read Online from any device for your convenience.
Lagrange type Functions in Constrained Non Convex Optimization Book PDF Summary
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.
Detail Book of Lagrange type Functions in Constrained Non Convex Optimization PDF
- Author : Alexander M. Rubinov
- Release : 27 November 2013
- Publisher : Springer Science & Business Media
- ISBN : 9781441991720
- Genre : Mathematics
- Total Page : 297 pages
- Language : English
- PDF File Size : 21,9 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Lagrange type Functions in Constrained Non Convex Optimization by Alexander M. Rubinov, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.