Differentiable Optimization and Equation Solving A Treatise on Algorithmic Science and the Karmarkar Revolution

In 1984, N. Karmarkar published a seminal paper on algorithmic linear programming. During the subsequent decade, it stimulated a huge outpouring of new algorithmic results by researchers world-wide in many areas of mathematical programming and numerical computation. This book gives an overview of th...

Full description

Bibliographic Details
Main Author: Nazareth, John L.
Format: eBook
Language:English
Published: New York, NY Springer New York 2003, 2003
Edition:1st ed. 2003
Series:CMS Books in Mathematics, Ouvrages de mathématiques de la SMC
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Foundations
  • The Karmarkar Revolution
  • The Newton-Cauchy Method
  • Euler-Newton and Lagrange-NC Methods
  • Lessons from One Dimension
  • A Misleading Paradigm
  • CG and the Line Search
  • Gilding the Nelder—Mead Lily
  • Choosing the Right Diagonal Scale
  • Historical Parallels
  • LP from the Newton-Cauchy Perspective
  • Diagonal Metrics and the QC Method
  • Linear Programming Post-Karmarkar
  • LP from the Euler-Newton Perspective
  • Log-Barrier Transformations
  • Karmarkar Potentials and Algorithms
  • Algorithmic Science
  • Algorithmic Principles
  • Multialgorithms: A New Paradigm
  • An Emerging Discipline