Simplicial algorithms for minimizing polyhedral functions (Q2704787)

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Simplicial algorithms for minimizing polyhedral functions
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    8 March 2001
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    simplicial algorithms
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    polyhedral functions
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    piecewise linear problems
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    rank regression
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    Simplicial algorithms for minimizing polyhedral functions (English)
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    The author's book from 1985 [Finite algorithms in optimization and data analysis (Wiley, Chichester 1985; Zbl 0573.65044)] is very well-known. In his new book, ``much of the same ground is covered with an emphasis on more recent developments'', as he writes in his preliminary remarks. And he changed, extended and added a lot as well as inserted much of his big experience. So the book is not only a collection of interesting theorems, proofs and examples (numerical ones and real explicit programming enclosed) but one finds very often important interpretations and also answers to questions, what to do and what not and why (f.i. a discussion on inner point and simplicial algorithms). NEWLINENEWLINENEWLINEThe book has a rich content and can be recommended to all optimizers, it is even a good supplement for specialists. NEWLINENEWLINENEWLINECompared with his earlier book differences and extensions include especially some properties of generalized derivatives, degeneracy, homotopy methods and methods to represent polyhedral functions. Special nonconvex problems are dealt with, rank regression problems and some other optimization problems in statistics take place, especially such with a polyhedral constraint play a big role. His first forty introductory pages ''Basic Convex Analysis'' turned out very well.
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