Numerical optimization with computational errors (Q266291)

The author studies the approximate solutions of optimization problems in the presence of computational errors. A number of results are presented on the convergence behavior of algorithms in a Hilbert space. Researchers and students will find this book instructive and informative. The book has contains 16 chapters: 1. Introduction, 2. Subgradient projection algorithm, 3. The mirror descent algorithm, 4. Gradient algorithm with a smooth objective function, 5. An extension of the gradient algorithm, 6. Weiszfeld's method, 7. The extragradient method for convex optimization, 8. A projected subgradient method for nonsmooth problems, 9. Proximal point method in Hilbert spaces, 10. Proximal point methods in metric spaces, 11. Maximal monotone operators and the proximal point algorithm, 12. The extragradient method for solving variational inequalities, 13. A common solution of a family of variational inequalities, 14. Continuous subgradient method, 15. Penalty methods, 16. Newton's method.