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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The variable metric algorithm is widely recognised as one of the most efficient ways of solving the following problem:- Locate x\* a local minimum point n ( 1) of f(x) x E R Considerable attention has been given to the study of the convergence prop- ties of this algorithm especially for the case where analytic expressions are avai- ble for the derivatives g. = af/ax. i 1 --- n - (2) ~ ~ In particular we shall mention the results of Wolfe (1969) and Powell (1972), (1975). Wolfe established general conditions under which a descent algorithm will converge to a stationary point and Powell showed that two particular very efficient algorithms that cannot be shown to satisfy ,olfe's conditions do in fact converge to the minimum of convex functions under certain conditions. These results will be st- ed more completely in Section 2. In most practical problems analytic expressions for the gradient vector g (Equ. 2) are not available and numerical derivatives are subject to truncation error. In Section 3 we shall consider the effects of these errors on Wolfe's convergent prop- ties and will discuss possible modifications of the algorithms to make them reliable in these circumstances. The effects of rounding error are considered in Section 4, whilst in Section 5 these thoughts are extended to include the case of on-line fu- tion minimisation where each function evaluation is subject to random noise.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book constitutes the proceedings of the 19th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2020, held in Novosibirsk, Russia, in July 2020. The 31 full papers presented in this volume were carefully reviewed and selected from 102 submissions. The papers are grouped in these topical sections: discrete optimization; mathematical programming; game theory; scheduling problem; heuristics and metaheuristics; and operational research applications.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book constitutes the proceedings of the 9th International Conference on Discrete Optimization and Operations Research, DOOR 2016, held in Vladivostok, Russia, in September 2016. The 39 full papers presented in this volume were carefully reviewed and selected from 181 submissions. They were organized in topical sections named: discrete optimization; scheduling problems; facility location; mathematical programming; mathematical economics and games; applications of operational research; and short communications.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book constitutes the proceedings of the 20th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2021, held in Irkutsk, Russia, in July 2021.The 29 full papers and 1 short paper presented in this volume were carefully reviewed and selected from 102 submissions. Additionally, 2 full invited papers are presented in the volume. The papers are grouped in the following topical sections: combinatorial optimization; mathematical programming; bilevel optimization; scheduling problems; game theory and optimal control; operational research and mathematical economics; data analysis.…

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Taschenbuch. Zustand: Neu. Discrete Optimization and Operations Research | 9th International Conference, DOOR 2016, Vladivostok, Russia, September 19-23, 2016, Proceedings | Yury Kochetov (u. a.) | Taschenbuch | Lecture Notes in Computer Science | xxvi | Englisch | 2016 | Springer | EAN 9783319449135 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Taschenbuch. Zustand: Neu. Mathematical Optimization Theory and Operations Research | 20th International Conference, MOTOR 2021, Irkutsk, Russia, July 5-10, 2021, Proceedings | Panos Pardalos (u. a.) | Taschenbuch | Lecture Notes in Computer Science | xxxiv | Englisch | 2021 | Springer | EAN 9783030778750 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

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