This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS (trajectory-subsequence) method, a newly developed method for convergence analysis. This approach is so powerful that conditions used for guaranteeing convergence have been
Variational Analysis and Applications (Nonconvex Optimization and Its Applications)
โ Scribed by Franco Giannessi, Antonino Maugeri (Editors)
- Year
- 2005
- Tongue
- English
- Leaves
- 1190
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
This book discusses a new discipline, variational analysis, which contains the calculus of variations, differential calculus, optimization, and variational inequalities. To such classic branches of mathematics, variational analysis provides a uniform theoretical base that represents a powerful tool for the applications. The contributors are among the best experts in the field.
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The present book discusses the Kuhn-Tucker Optimality, Karush-Kuhn-Tucker Necessary and Sufficient Optimality Conditions in presence of various types of generalized convexity assumptions. Wolfe-type Duality, Mond-Weir type Duality, Mixed type Duality for Multiobjective optimization problems such as