Modified Lagrangians and monotone maps in optimization
E. G. Golshtein and N. V. Tretyakov ; translated by N. V. Tretyakov.
New York : Wiley, ©1996.
ix, 438 págs. ; 25 cm.
Serie: Wiley-Interscience series in discrete mathematics and optimization
ISBN: 0471548219
"A Wiley-Interscience publication."
Traducción del original ruso publicado en 1989.
Incluye referencias bibliográficas (p. 427-432) e índice.
Reseña: MathSciNet, 97a:90001
Contenido
- 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.