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Erschienen in:
Elements of Optimization Theory and Variational Analysis Kapitel lesen Erstes Kapitel lesen

2014 | OriginalPaper | Buchkapitel

3. Variational Problems: Local Methods

verfasst von : Alexey F. Izmailov, Mikhail V. Solodov

Erschienen in: Newton-Type Methods for Optimization and Variational Problems

Verlag: Springer International Publishing

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Abstract

In this chapter, we present local analysis of Newton-type algorithms for variational problems, starting with the fundamental Josephy–Newton method for generalized equations. This method is an important extension of classical Newtonian techniques to more general variational problems. For example, as a specific application, the Josephy–Newton method provides a convenient tool for analyzing the sequential quadratic programming algorithm for optimization. We also discuss semismooth Newton methods for complementarity problems, and active-set methods with identifications based on error bounds.

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Vorheriges Kapitel Equations and Unconstrained Optimization
Nächstes Kapitel Constrained Optimization: Local Methods
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Metadaten
Titel
Variational Problems: Local Methods
verfasst von
Alexey F. Izmailov
Mikhail V. Solodov
Copyright-Jahr
2014
Buch
Newton-Type Methods for Optimization and Variational Problems

Print ISBN: 978-3-319-04246-6

Electronic ISBN: 978-3-319-04247-3

Copyright-Jahr: 2014

DOI
https://doi.org/10.1007/978-3-319-04247-3_3

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