Introduction to Continuous Optimization
In the third part, the NR and Lagrangian transformation theories are considered and exterior point methods are described. Three important problems in finding equilibrium are considered in the fourth part. In the fifth and final part of the book, several important applications arising in economics, s...
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2021, 2021
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| Edition: | 1st ed. 2021 |
| Series: | Springer Optimization and Its Applications
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 1. Introduction
- 2. Elements of Calculus and Convex Analysis
- 3. Few Topics in Unconstrained Optimization
- 4. Optimization with Equality Constraints
- 5. Basics in Linear and Convex Optimization
- Self-Concordant Functions and IPM Complexity
- 7. Nonlinear Rescaling. Theory and Methods
- 8. Realizations of the NR Principle
- 9. Lagrangian Transformation and Interior Ellipsoid Methods
- 10. Finding Nonlinear Equilibrium
- 11. (With Igor Griva) Applications and Numerical Results
- Concluding Remarks
- Appendix
- References