Newton-Type Methods for Optimization and Variational Problems


Book Description

This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.







Issues in Logic, Operations, and Computational Mathematics and Geometry: 2011 Edition


Book Description

Issues in Logic, Operations, and Computational Mathematics and Geometry: 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Logic, Operations, and Computational Mathematics and Geometry. The editors have built Issues in Logic, Operations, and Computational Mathematics and Geometry: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Logic, Operations, and Computational Mathematics and Geometry in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Logic, Operations, and Computational Mathematics and Geometry: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.




Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces


Book Description

Semismooth Newton methods are a modern class of remarkably powerful and versatile algorithms for solving constrained optimization problems with partial differential equations (PDEs), variational inequalities, and related problems. This book provides a comprehensive presentation of these methods in function spaces, striking a balance between thoroughly developed theory and numerical applications. Although largely self-contained, the book also covers recent developments in the field, such as state-constrained problems, and offers new material on topics such as improved mesh independence results. The theory and methods are applied to a range of practically important problems, including: optimal control of nonlinear elliptic differential equations, obstacle problems, and flow control of instationary Navier-Stokes fluids. In addition, the author covers adjoint-based derivative computation and the efficient solution of Newton systems by multigrid and preconditioned iterative methods.




A Single-phase Method for Quadratic Programming


Book Description

This report describes a single-phase quadratic programming method, an active-set method which solves a sequence of equality-constraint quadratic programs.




Quadratic Programming and Affine Variational Inequalities


Book Description

This book develops a unified theory on qualitative aspects of nonconvex quadratic programming and affine variational inequalities. One special feature of the book is that when a certain property of a characteristic map or function is investigated, the authors always try first to establish necessary conditions for it to hold, then they go on to study whether the obtained necessary conditions are also sufficient ones. This helps to clarify the structures of the two classes of problems under consideration. The qualitative results can be used for dealing with algorithms and applications related to quadratic programming problems and affine variational inequalities.