Numerical optimization with computational errors

DOI10.1007/978-3-319-30921-7MaRDI QIDQ266291zbMATH OpenOpenAlexFDO

Authors Alexander J. Zaslavski

Publication date 13 April 2016

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-30921-7

zbMATH Keywords

algorithmcontinuous subgradient methodconvex optimizationextragradient methodgradient algorithmHilbert spacemaximal monotone operatorsmetric spacesmirror descent algorithmmonographNewton's methodnonsmooth problemsnumerical optimizationpenalty methodspresence of computational errorsprojected subgradient methodproximal point algorithmproximal point methodvariational inequalitiesWeiszfeld's method

Mathematics Subject Classification ID

Variational inequalities (49J40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical mathematical programming methods (65K05) Numerical methods for variational inequalities and related problems (65K15) Convex programming (90C25) Nonlinear programming (90C30) Programming in abstract spaces (90C48)

Review text

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.

Recommendations

• Convex optimization with computational errors
• The projected subgradient algorithm in convex optimization
• Optimization in Banach spaces
• The projected subgradient method for nonsmooth convex optimization in the presence of computational errors
• Subgradient projection algorithms for convex feasibility problems in the presence of computational errors

Cited in

(16)

• On perturbed hybrid steepest descent method with minimization or superiorization for subdifferentiable functions
• Directional Pareto efficiency: concepts and optimality conditions
• Totally relaxed, self-adaptive algorithm for solving variational inequalities over the intersection of sub-level sets
• Optimization on solution sets of common fixed point problems
• Fixed Point and Convergence Results for Nonexpansive Set-Valued Mappings
• Two iterative processes generated by regular vector fields in Banach spaces
• Optimization in Banach spaces
• On the convergence of inertial two-subgradient extragradient method for variational inequality problems
• Descent methods with computational errors in Banach spaces
• The projected subgradient algorithm in convex optimization
• Convex optimization with computational errors
• Two generalized strong convergence algorithms for variational inequality problems in Banach spaces
• Stability of the asymptotic behavior for continuous descent methods with a convex objective function
• Local convergence analysis for nonisolated solutions to derivative-free methods of optimization
• Preface to the special issue dedicated to Dr. Alexander J. Zaslavski on his 65th birthday
• The extragradient algorithm for variational inequalities with nonsummable computational errors

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