Name: Simplicial Algorithms for Minimizing Polyhedral Functions (en Inglés)
Price: 65870.00 CLP
Availability: InStock
Author: M. R. Osborne
ISBN: 9781107403505

portada Simplicial Algorithms for Minimizing Polyhedral Functions (en Inglés)

Formato

Libro Físico

Editorial

Cambridge University Press

Autor

M. R. Osborne

Año

2011

Idioma

Inglés

N° páginas

262

Encuadernación

Tapa Blanda

ISBN

1107403502

ISBN13

9781107403505

N° edición

Categorías

Programación lineal

Simplicial Algorithms for Minimizing Polyhedral Functions (en Inglés)

M. R. Osborne (Autor) · Cambridge University Press · Tapa Blanda

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Reseña del libro "Simplicial Algorithms for Minimizing Polyhedral Functions (en Inglés)"

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.