Nonsmooth Equations in Optimization: Regularity, Calculus, Methods and Applicati

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Nonsmooth Equations in Optimization by Diethard Klatte, B. Kummer

Many questions dealing with solvability, stability and solution methods for va- ational inequalities or equilibrium, optimization and complementarity problems lead to the analysis of certain (perturbed) equations.

FORMAT
Hardcover LANGUAGE
English CONDITION
Brand New Publisher Description

This title establishes links between regularity and derivative concepts of nonsmooth analysis and studies of solution methods and stability for optimization, complementarity and equilibrium problems. In developing necessary tools, it presents, in particular: an extended analysis of Lipschitz functions and the calculus of their generalized derivatives, including regularity, successive approximation and implicit functions for multivalued mappings; a unified theory of Lipschitzian critical points in optimization and other variational problems, with relations to reformulations by penalty, barrier and NCP functions; an analysis of generalized Newton methods based on linear and nonlinear approximations; the interpretation of hypotheses, generalized derivatives and solution methods in terms of original data and quadratic approximations; a rich collection of instructive examples and exercises.

Table of Contents

Basic Concepts.- Regularity and Consequences.- Characterizations of Regularity by Derivatives.- Nonlinear Variations and Implicit Functions.- Closed Mappings in Finite Dimension.- Analysis of Generalized Derivatives.- Critical Points and Generalized Kojima-functions.- Parametric Optimization Problems.- Derivatives and Regularity of Further Nonsmooth Maps.- Newton's Method for Lipschitz Equations.- Particular Newton Realizations and Solution Methods.- Basic Examples and Exercises.

Long Description

Many questions dealing with solvability, stability and solution methods for va- ational inequalities or equilibrium, optimization and complementarity problems lead to the analysis of certain (perturbed) equations. This often requires a - formulation of the initial model being under consideration. Due to the specific of the original problem, the resulting equation is usually either not differ- tiable (even if the data of the original model are smooth), or it does not satisfy the assumptions of the classical implicit function theorem. This phenomenon is the main reason why a considerable analytical inst- ment dealing with generalized equations (i.e., with finding zeros of multivalued mappings) and nonsmooth equations (i.e., the defining functions are not c- tinuously differentiable) has been developed during the last 20 years, and that under very different viewpoints and assumptions. In this theory, the classical hypotheses of convex analysis, in particular, monotonicity and convexity, have been weakened or dropped, and the scope of possible applications seems to be quite large. Briefly, this discipline is often called nonsmooth analysis, sometimes also variational analysis. Our book fits into this discipline, however, our main intention is to develop the analytical theory in close connection with the needs of applications in optimization and related subjects. Main Topics of the Book 1. Extended analysis of Lipschitz functions and their generalized derivatives, including "Newton maps" and regularity of multivalued mappings. 2. Principle of successive approximation under metric regularity and its - plication to implicit functions.

Details ISBN1402005504 Author B. Kummer Short Title NONSMOOTH EQUATIONS IN OPTIMIZ Series Nonconvex Optimization and Its Applications Language English ISBN-10 1402005504 ISBN-13 9781402005503 Media Book Format Hardcover DEWEY 519.3 Series Number 60 Year 2002 Publication Date 2002-05-31 Subtitle Regularity, Calculus, Methods and Applications Country of Publication United States Pages 333 Place of Publication New York, NY Illustrations XXVIII, 333 p. DOI 10.1007/b130809;10.1007/b130810 AU Release Date 2002-05-31 NZ Release Date 2002-05-31 US Release Date 2002-05-31 UK Release Date 2002-05-31 Edition Description 2002 ed. Edition 2002nd Audience Postgraduate, Research & Scholarly Country of Origin US Product Class Description Computing: Professional & Programming Publisher Kluwer Academic Publishers Imprint Kluwer Academic Publishers Alternative 9780306476167
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