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Lagrange Multiplier Approach to Variational Problems and Applications
Af: Karl Kunisch, Kazufumi Ito
Engelsk
Bogcover for Lagrange Multiplier Approach to Variational Problems and Applications af Karl Kunisch, Kazufumi Ito, 9780898716498
Specifikationer
Sprog:
Engelsk
Sider:
359
ISBN-13:
9780898716498
Indbinding:
Paperback
ISBN-10:
0898716497
Kategori:
Udg. Dato:
30 jul 2008
Størrelse i cm:
25,3 x 17,9 x 1,9
Forlag:
Oplagsdato:
30 jul 2008
Forfatter(e):
Genre:

Lagrange Multiplier Approach to Variational Problems and Applications

Af: Karl Kunisch, Kazufumi Ito
Engelsk
Format:
Bog beskrivelse
This comprehensive monograph analyses Lagrange multiplier theory, which provides a tool for the analysis of a general class of nonlinear variational problems, and is the basis for developing efficient and powerful iterative methods for solving these problems. This book shows its impact on the development of numerical algorithms for problems posed in a function space setting, and is motivated by the idea that a full treatment of a variational problem in function spaces would be incomplete without a discussion of infinite-dimensional analysis, proper discretisation, and the relationship between the two. The authors develop and analyse efficient algorithms for constrained optimisation and convex optimisation problems based on the augmented Lagrangian concept and cover such topics as sensitivity analysis and convex optimisation. General theory is applied to challenging problems in optimal control of partial differential equations, image analysis, mechanical contact and friction problems, and American options for the Black–Scholes model.
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Specifikationer
Sprog:
Engelsk
Sider:
359
ISBN-13:
9780898716498
Indbinding:
Paperback
ISBN-10:
0898716497
Kategori:
Udg. Dato:
30 jul 2008
Størrelse i cm:
25,3 x 17,9 x 1,9
Forlag:
Oplagsdato:
30 jul 2008
Forfatter(e):
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