Modified lagrangians and monotone maps in optimization

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, t...

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Bibliographic Details
Main Author: Gol'shteĭn, E. G. (Evgeniĭ Grigor'evich)
Other Authors: Tret'i'a'kov, N. V. (Nikolaĭ Vladimirovich)
Format: Book
Language:English
Published: New York John Wiley & Sons 1996
Series:Wiley-Interscience series in discrete mathematics and optimization
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Table of 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.