Call Boomerang Books 1300 36 33 32

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.

Buy Simplicial Algorithms for Minimizing Polyhedral Functions book by M. R. Osborne from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521791335
ISBN-10: 0521791332
Format: Hardback
(228mm x 152mm x 19mm)
Pages: 262
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 8-Jan-2001
Country of Publication: United Kingdom

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Simplicial Algorithms for Minimizing Polyhedral Functions book by M. R. Osborne and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review


Books By Author M. R. Osborne