Differentiable optimization and equation solving : a treatise on algorithmic science and the Karmarkar revolution
著者
書誌事項
Differentiable optimization and equation solving : a treatise on algorithmic science and the Karmarkar revolution
(CMS books in mathematics, 13)
Springer, c2003
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
An overview of the dramatic reorganization in reaction to N. Karmakar's seminal 1984 paper on algorithmic linear programming in the area of algorithmic differentiable optimization and equation-solving, or, more simply, algorithmic differentiable programming. Aimed at readers familiar with advanced calculus and numerical analysis.
目次
The Karmarkar Revolution * The Newton-Cauchy Method * Euler-Newton and Lagrange-NC Methods * A Misleading Paradigm * CG and the Line Search * Gilding the Nelder-Mead Lily * Historic Parallels * LP from the Newton-Cauchy Perspective * Diagonal Metrics and the QC Method * LP from the Euler-Newton Perspective * Log-Barrier Transformations * Karmarkar Potentials and Algorithms * Algorithmic Principles * Multialgorithms: A New Paradigm * An Emerging Discipline * Bibliography * Index
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