scientific article; zbMATH DE number 193878
conjugate gradient methodsconvex programming problemsgradient methodsmaximal monotone mappingsmodified Lagrangian functionsmonotone mappingsweak modified Lagrangian function
Iterative procedures involving nonlinear operators (47J25) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Optimality conditions for minimax problems (49K35) Numerical methods based on necessary conditions (49M05) Numerical methods involving duality (49M29) Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)
This book represents an important contribution to the theory of modified Lagrangian functions and their applications. The book contains 7 chapters: Introduction to convex analysis, modified Lagrangian functions for convex programming problems, dual methods, monotone mappings, gradient methods and modifications of monotone mappings, saddle gradient methods, modified Lagrangian functions for smooth mathematical programming problems and dual methods. The first chapter has a preliminary character. In ch.2 one introduces the notions of (weak) modified Lagrangian functions associated with the convex optimization problem (*) f(x) \(\to\) sup, g(x) \(\geq\) 0, x \(\in\) X, where X \(\subset\) \(E_ x\) is a nonempty convex set and f: X \(\to\) \(E^ 1\), g: X \(\to\) \(E^ m\) are concave functions. F: X \(\times\) Y \(\to\) \(E^ 1\) (Y \(\subset\) \(E_ y\) a convex set) is a weak modified Lagrangian function (WMLF) for (*) if F is a concave-convex function and (*) is equivalent to the problem \(\inf_{y\in Y}F(x,y)\to \sup\), \(x\in X\). Moreover, if \(_{y\in Y}(\sup_{x\in X}F(x,y))=Y^*\), where \(Y^*\) is the set of solutions of the usual dual problem of (*), one says that F is a modified Lagrangian function (MLF). The stability, with respect to both variables, is studied for some classes of WMLFs, and some examples are examined. Ch.3 is dedicated to applications of MLFs to numerical methods for convex programming problems as gradient methods with approximate gradients, conjugate gradient methods and others. In view of further applications one studies monotone mappings in Ch.4. New results concerning maximal monotone mappings at a point are stated. In Ch.5 some gradient methods for solving equations involving monotone mappings are proposed. In Ch.6 these methods are used to determine saddle points of concave-convex functions. Ch.7 is dedicated to problems concerning the speed of the numerical methods studied before. The book ends with historical and bibliographical remarks.
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