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Kniha Simplicial Algorithms for Minimizing Polyhedral Functions M. R. Osborne

Simplicial Algorithms for Minimizing Polyhedral Functions

Autor: M. R. Osborne
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Cambridge University Press
Dostupnost: Skladem u dodavatele
Odesíláme za 9-15 dnů
1 210 Kč
Polyhedral functions provide a model for an important class of problems that includes both linear pr...

Informace o knize

Autor
M. R. Osborne
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2011
Stránek
262
EAN
9781107403505
ISBN
1107403502
Enbook ID
02051324
Vydavatel
Cambridge University Press
Hmotnost
390
Rozměry
152 x 229 x 15

Kompletní popis

Polyhedral functions provide a model for an important class of problems that includes both linear programming and applications in data analysis. General methods for minimizing such functions using the polyhedral geometry explicitly are developed. Such methods approach a minimum by moving from extreme point to extreme point along descending edges and are described generically as simplicial. The best-known member of this class is the simplex method of linear programming, but simplicial methods have found important applications in discrete approximation and statistics. The general approach considered in this text, first published in 2001, has permitted the development of finite algorithms for the rank regression problem. The key ideas are those of developing a general format for specifying the polyhedral function and the application of this to derive multiplier conditions to characterize optimality. Also considered is the application of the general approach to the development of active set algorithms for polyhedral function constrained problems and associated Lagrangian forms.

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