| | |
Summary: Chapter 4. Unconstrained optimization
Version: 23-11-2010
Material: (partially)
Chapter 11 in [FKS] (pp.251-276)
A reference e.g. L.11.2 refers to the corresponding Lemma
in the book [FKS]
PDF-file of the Book: Faigle/Kern/Still, Algorithmic
principles of Mathematical Programming.
on: http://wwwhome.math.utwente.nl/stillgj/priv/
CO p 1
4.1 Introduction
Consider the nonlinear minimization problem with
f C1 or f C2:
(P) min
xRn
f(x) ,
Recall: Usually in (nonconvex) Unconstrained Optimization
we try to find a local minimizer
Global minimization is 'much more' difficult.
Theoretical method: (based on optimality conditions)
|
