Convex analysis and global optimization

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1. Verfasser: Tuy, Hoang (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Dordrecht [u.a.] Kluwer 1998
Schriftenreihe:Nonconvex optimization and its applications 22
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Datensatz im Suchindex

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adam_text CONVEX ANALYSIS AND GLOBAL OPTIMIZATION BY HOANG TUY INSTITUTE OF MATHEMATICS, HANOI, VIETNAM KLUWER ACADEMIC PUBLISHERS DORDRECHT / BOSTON / LONDON CONTENTS PREFACE IX PART I CONVEX ANALYSIS 1 1 CONVEX SETS 3 1.1 AFFINE SETS 3 1.2 CONVEX SETS 6 1.3 RELATIVE INTERIOR AND CLOSURE 8 1.4 CONVEX HUELL 13 1.5 SEPARATION THEOREMS 18 1.6 GEOMETRIE STRUCTURE 21 1.7 REPRESENTATION OF CONVEX SETS , 26 1.8 POLARS OF CONVEX SETS 28 1.9 POLYHEDRAL CONVEX SETS 30 1.10-EXERCISES 38 2 CONVEX FUNCTIONS 41 2.1 DEFINITION AND BASIC PROPERTIES 41 2.2 CONVEXITY PRESERVING OPERATIONS 46 2.3 LOWER SEMI-CONTINUITY 50 2.4 LIPSCHITZ CONTINUITY 54 2.5 CONVEX INEQUALITIES 56 2.6 APPROXIMATION BY AFFINE FUNCTIONS 60 2.7 SUBDIFFERENTIAL 62 2.8 SUBDIFFERENTIAL CALCULUS 67 2.9 APPROXIMATE SUBDIFFERENTIAL 69 *2.10 CONJUGATE FUNCTIONS 72 VI CONVEX ANALYSIS AND GLOBAL OPTIMIZATION 2.11 EXTREMAL VALUES OF CONVEX FUNCTIONS 74 2.12 SADDLE-FUNCTIONS AND MINIMAX 77 2.13 EXERCISES 80 3 D.C. FUNCTIONS AND D.C. SETS 83 3.1 D.C. FUNCTIONS 83 3.2 UNIVERSALITY OF D.C.FUNCTIONS 85 3.3 D.C. REPRESENTATION OF BASIC COMPOSITE FUNCTIONS 88 3.4 D.C. REPRESENTATION OF SEPARABLE FUNCTIONS 93 3.5 D.C. REPRESENTATION OF POLYNOMIALS 93 3.6 D.C. SETS 95 3.7 CONVEX MINORANTS OF A D.C. FUNCTION 100 3.8 THE MINIMUM OF A D.C. FUNCTION 103 3.9 EXERCISES 105 PART II GLOBAL OPTIMIZATION 107 4 MOTIVATION AND OVERVIEW 109 4.1 GLOBAL VS LOCAL OPTIMUM 109 4.2 MULTIEXTREMALITY IN THE REAL WORLD 110 4.3 BASIC CLASSES OF NONCONVEX PROBLEMS 115 4.4 GLOBAL OPTIMALITY CRITERIA 117 4.5 DC INCLUSION ASSOCIATED WITH A FEASIBLE SOLUTION 122 4.6 APPROXIMATE SOLUTION 123 4.7 WHEN IS GLOBAL OPTIMIZATION MOTIVATED ? 125 4.8 EXERCISES 130 5 SUCCESSIVE PARTITIONING METHODS 133 5.1 PARAMETRIC D.C. FEASIBILITY PROBLEMS 133 5.2 CONCAVITY CUTS 136 5.3 SUBDIVISION PROCESSES 140 5.4 PROCEDURE DC 145 5.5 BRAUCH AND SELECT ALGORITHMS 153 5.6 RECTANGULAR ALGORITHMS 159 5.7 REVERSE CONVEX PROGRAMMING 164 5.8 EXERCISES 174 CONTENTS VII 6 OUTER AND INNER APPROXIMATION 177 6.1 OUTER APPROXIMATION 177 6.2 CONCAVE MINIMIZATION UNDER CONVEX CONSTRAINTS 181 6.3 CANONICAL DC PROGRAMMING 186 6.4 POLYHEDRAL ANNEXATION 192 6.5 DUALITY IN GLOBAL OPTIMIZATION 199 6.6 NONCANONICAL DC PROBLEMS 206 6.7 CONTINUOUS OPTIMIZATION 211 6.8 EXERCISES 220 7 DECOMPOSITION 223 7.1 MONOTONIE FUNCTIONS 223 7.2 DECOMPOSITION BY PROJECTION 227 7.3 DECOMPOSITION BY POLYHEDRAL ANNEXATION 233 7.4 THE PARAMETRIC APPROACH 236 7.5 LINEAR MULTIPLICATIVE PROGRAMMING 240 7.6 CONVEX CONSTRAINTS 247 7.7 REVERSE CONVEX CONSTRAINTS 255 7.8 NETWORK CONSTRAINTS 261 7.9 SOME POLYNOMIAL-TIME SOLVABLE PROBLEMS 269 7.10 EXERCISES 274 8 NONCONVEX QUADRATIC PROGRAMMING 277 8.1 SOME BASIC PROPERTIES OF QUADRATIC FUNCTIONS 277 8.2 QUADRATIC MINIMIZATION OVER ELLIPSOIDS 281 8.3 GENERALIZED LINEAR PROGRAMS 285 8.4 QUADRATIC PROBLEMS WITH CONVEX CONSTRAINTS 287 8.5 QUADRATIC PROBLEMS WITH QUADRATIC CONSTRAINTS 293 8.6 EXERCISES 316 REFERENCES 319 INDEX 337
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physical XI, 339 S. graph. Darst.
publishDate 1998
publishDateSearch 1998
publishDateSort 1998
publisher Kluwer
record_format marc
series Nonconvex optimization and its applications
series2 Nonconvex optimization and its applications
spellingShingle Tuy, Hoang
Convex analysis and global optimization
Nonconvex optimization and its applications
Convex functions
Convex sets
Mathematical optimization
Nonlinear programming
Globale Optimierung (DE-588)4140067-7 gnd
Konvexe Analysis (DE-588)4138566-4 gnd
subject_GND (DE-588)4140067-7
(DE-588)4138566-4
title Convex analysis and global optimization
title_auth Convex analysis and global optimization
title_exact_search Convex analysis and global optimization
title_full Convex analysis and global optimization by Hoang Tuy
title_fullStr Convex analysis and global optimization by Hoang Tuy
title_full_unstemmed Convex analysis and global optimization by Hoang Tuy
title_short Convex analysis and global optimization
title_sort convex analysis and global optimization
topic Convex functions
Convex sets
Mathematical optimization
Nonlinear programming
Globale Optimierung (DE-588)4140067-7 gnd
Konvexe Analysis (DE-588)4138566-4 gnd
topic_facet Convex functions
Convex sets
Mathematical optimization
Nonlinear programming
Globale Optimierung
Konvexe Analysis
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008289325&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link (DE-604)BV010085908
work_keys_str_mv AT tuyhoang convexanalysisandglobaloptimization