Research Catalog

Modified Lagrangians and monotone maps in optimization

Title
Modified Lagrangians and monotone maps in optimization / E.G. Golshtein and N.V. Tretyakov ; translated by N.V. Tretyakov.
Author
Golʹshteĭn, E. G. (Evgeniĭ Grigorʹevich)
Publication
New York : John Wiley, 1996.

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TextRequest in advance QA402.5 .G6513 1996Off-site

Holdings

Details

Additional Authors
Tretʹi͡akov, N. V. (Nikolaĭ Vladimirovich)
Description
ix, 438 pages; 25 cm.
Summary
  • This translation of the important Russian text covers the theory and computational methods of modified Lagrangian functions (MLFs) - a new branch of mathematical programming used to solve optimization problems.
  • Providing a thorough analysis for both traditional convex programming and monotone maps, the book shows the advantages of MLFs over classical Lagrangian functions in such practical applications as numerical algorithms, economic modeling, decomposition, and nonconvex local constrained optimization.
  • For mathematicians involved in discrete math and optimization, and for graduate students taking courses in complex analysis and mathematical programming, Modified Lagrangians and Monotone Maps in Optimization serves as an indispensable professional reference and graduate-level text that goes beyond the classical Lagrange scheme, and offers diverse techniques for tackling this field.
Series Statement
Wiley-Interscience series in discrete mathematics and optimization
Uniform Title
  • Modifit͡sirovannye funkt͡sii Lagranzha. English
  • Wiley-Interscience series in discrete mathematics and optimization.
Alternative Title
Modifit͡sirovannye funkt͡sii Lagranzha.
Subjects
Note
  • "A Wiley-Interscience publication."
Bibliography (note)
  • Includes bibliographical references (p. 427-432) and index.
Contents
1. Introduction to Convex Analysis -- 2. Modified Lagrangian Functions for Convex Programming Problems -- 3. Dual Methods -- 4. Monotone Maps -- 5. Gradient-Type Methods and Modification of a Monotone Map -- 6. Saddle Gradient Methods -- 7. Modified Lagrangian Functions For Smooth Mathematical Programming Problems And Related Dual Methods.
ISBN
0471548219 (cloth : alk. paper)
LCCN
95044030
OCLC
  • 33281978
  • ocm33281978
Owning Institutions
Columbia University Libraries