Simplicial Algorithms for Minimizing Polyhedral Functions

Name: Simplicial Algorithms for Minimizing Polyhedral Functions
Brand: Cambridge University Press
SKU: 9780521791335
Price: 452.63 PLN
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Autor: M. R. Osborne

Język:

Oprawa: Twarda

Wydawca: Cambridge University Press

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Polyhedral functions provide a model for an important class of problems that includes both linear pr...

Informacje o książce

Autor

M. R. Osborne

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2001

strony

262

EAN

9780521791335

ISBN

0521791332

Enbook ID

02043421

Wydawca

Cambridge University Press

Waga

476

Wymiary

155 x 232 x 22

Pełny opis

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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